Date: Mon, 13 Mar 2000 10:51:16 -0500
Reply-To: Jim Linck <linck@SSB.ROCHESTER.EDU>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Jim Linck <linck@SSB.ROCHESTER.EDU>
Organization: University of Rochester
Subject: proc reg - how to get acov results written to a SAS dataset
Using the following code to output parameter estimates and standard errors
to the dataset 'SEs'. Using the acov option in the model statement, I can
get SAS to generate a consistent covariance matrix. However, I do not know
how to output this particular covariance matrix or the standard errors.
Outseb and covout both output the standard covariance matrix only. Anyone
know how to get at the acov matrix? Using Win200 Prof, SAS v.8.
proc reg data=DATAIN outest=SEs outseb;
model Y1 = X1 X2 / spec acov ;
X1: test x1=0;
proc print data=SEs(obs=5);
run;
Thanks,
Jim
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