I am using proc reg for my regression. I am obtaining my Heteroskedasticity Consistent p-value by specifying HCC in the option. I am exporting my parameters estimates into a SAS table by using "outest". However, the "outset" provide the p-values and not the HCC p-values. How can I add my HCC p-value to the output table created using the "outset"? Thank you.
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