I try  to test for the equality of standard deviation of variables A and B in proc model. test std(A)=std(B); but it does not work. I have this message. ERROR: The function STD requires at least 2 arguments. There are too few arguments for the        function STD. if I test only the equality of parameters. I write test a=b; and it works. ... View more

I want to estimate the volatility of a variable which I already estimate with proc model. I know that I can save my variable and calculate its volatility with proc means but I want to estimate its volatility in proc model to test for its equality with another variable ... View more

Hello, I have the distribution of two variables A and B. I want to test the equality of A and B in the percentile 10. ... View more

I want to test the equality of two parameters (a and b) in proc model. I write test a=b in the output I find  type of test=wald , the statistic and ProbChiSq Can someone help me to interpret the results? ... View more

hello, I have this warning. How can I resolve the problem? WARNING: The covariance across equations (the S matrix) is singular. A generalized inverse was          computed by setting to zero the part of the S matrix for the following 9 equations          whose residuals are linearly dependent with residuals from earlier equations: aone atwo          athree afour afive asix anine aten power ... View more

Can someome explain this example: SAS/ETS Examples -- Estimating a Consumption-Based Asset Pricing Model title 'Consumption-Based Asset Pricing Model'; proc model data=harvey;    endogenous conrat;    exogenous gb cb d1 d10 ;    parms beta 1.0 alpha 1.0; /* set up lags for use as instruments */    lc1 = lag(cinst);    lc2 = lag2(cinst);    lc3 = lag3(cinst);    lc4 = lag4(cinst);    ltb1 = lag(rinst);    ltb2 = lag2(rinst);    ltb3 = lag3(rinst);    ltb4 = lag4(rinst); /* moment conditions */    eq.h1 = beta * (1+conrat)**(-alpha) * (1+gb) - 1 ;    eq.h2 = beta * (1+conrat)**(-alpha) * (1+cb) - 1 ;    eq.h3 = beta * (1+conrat)**(-alpha) * (1+d1) - 1 ;    eq.h4 = beta * (1+conrat)**(-alpha) * (1+d10) - 1 ;    fit h1-h4 / itgmm kernel=(parzen,1,0);    instruments lc1-lc4 ltb1-ltb4 ; ods output  ParameterEstimates=parms_estimate; run; quit; ... View more