@ADou wrote: Thank you! Is it Wald test? Can I get wald Chi-square in this way? That depends, are you using PROC LOGISTIC because you have binary Y-values? ... View more

@ADou    I suggest you move your topic to the "Analytics and Statistics" collection of forums.  In that collection, you could choose the "statistical procedures" forum, but I'd recommend the "SAS forecasting and econometrics" forum.  That's where the experts you need will likely be. ... View more

@ADou wrote:   I have 25 parameters and I want to do joint test for the 25 parameters. What's the codes for the joint F test? Thanks a lot!!! You'll need to provide a lot more detail in order to get a meaningful answer.   What hypothesis do you want to test? What 25 parameters? What model? Is this the same problem as your other thread?   ... View more

I would actually turn off output. You haven't specified anything in the output to capture the output, so no output would be captured. https://blogs.sas.com/content/iml/2017/02/13/run-1000-regressions.html ... View more

OK.just add one more clause.   proc sql; create table have as select *, (select std(return) from have where permno=a.permno and date between intnx('month',a.date,-60) and a.date) as rolling_std, (select count(*) from have where permno=a.permno and date between intnx('month',a.date,-60) and a.date) as n_rolling_std from have as a; quit; ... View more