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Using SAS for Regression with Cross-Section Data

Using SAS for Regression with Cross-Section Data. LSU Economics Department February 10, 2012. Next Workshop February 24. Regression with time series data. PROC REG. Base regression package OLS and Weighted least squares regression Hypothesis testing of joint hypotheses

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Using SAS for Regression with Cross-Section Data

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  1. Using SAS for Regression with Cross-Section Data LSU Economics Department February 10, 2012

  2. Next Workshop February 24 Regression with time series data

  3. PROC REG • Base regression package • OLS and Weighted least squares regression • Hypothesis testing of joint hypotheses • Interval Estimation (confidence intervals) • Prediction and prediction intervals • Residual diagnostics • Heteroskedasticity robust inference • Collinearity diagnostics

  4. PROC AUTOREG • Econometrics oriented • Cross section data • Test error normality, RESET • GLS for multiplicative hetero & LM test • Time series data • DW test AR(1)-AR(4) • NLLS for AR models

  5. PROC MODEL • Linear and nonlinear equations: OLS& GLS • Delta method for nonlinear functions of parameters • Hetero tests • Robust Covariance estimates

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