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- Newsgroups: sci.math.stat
- Path: sparky!uunet!usc!elroy.jpl.nasa.gov!ucla-cs!ucla-mic!agsm!iwelch
- From: iwelch@agsm.ucla.edu (Ivo Welch)
- Subject: SAS: White Heteroskedasticity-Consistent Standard Errors Wanted
- Message-ID: <1992Dec28.222415.19246@mic.ucla.edu>
- Nntp-Posting-Host: risc.agsm.ucla.edu
- Organization: UCLA, Anderson Graduate School Of Management
- Date: 28 Dec 92 22:24:15 PST
- Lines: 9
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- Is there a routine that produces White Heteroskedasticity
- consistent standard errors for regressions in SAS?
-
- /ivo welch
-
- PS: Actually, this is a pretty basic correction, used in many
- papers in my area. Without something equivalent (e.g. a
- jack-knife), SAS regression results are almost unpublishable.
-