Greetings all!
I am looking for a good way to fit a generalized least squares model (as I hear it is one of the best ways to deal with heteroskadasticity), but am not sure of the best way to do it.
Searching SAS documentation only turned up proc surveyreg, but I've heard that proc mixed and proc genmod can do it too. In fact, I've heard that proc genmod might be the preferred method for GLS, but I can't seem to figure out how to use it to fit a GLS model.
So here are the questions:
- What is the best method to use to fit a generalized least squares model?
- If proc genmod is the preferred method, how is it done?
Thanks!
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