Thanks, overmar. I've tried to learn how to use Proc Genmod and also Proc Surveyreg. But I don't think they can be used in my case. My sample all comes from the same industry, and so there is only class of observations (i.e., no multiple clusters). I just want to run a regression on this sample. Since the error terms may be correlated, I'd like to know if there a SAS function that can adjust the standard errors of the coefficients to account for the correlation. Thanks.
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