Date:         Wed, 21 Aug 2002 11:42:45 -0400
Reply-To:     SAlbert@AOL.COM
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Steve Albert <SAlbert@AOL.COM>
Subject:      Re: 3sls with ar(1)
Comments: cc: John.Jones@UCB-GROUP.COM, jshy_us@YAHOO.COM
Content-Type: text/plain; charset=iso-8859-1

Actually, you might be better off going over to the Economics department and talking to one of the econometricians; they're much more likely to be familiar with this than are the stats faculty, let alone the stats grad students.  (Even the nine volume Encyclopedia of Statistical Sciences has only two passing references to 3sls; it's really an econometric technique, and covered in the econometrics literature.)

It's also possible (warning:  heresy!) that you might be better off doing this in a different package -- STATA or one of the specialized econometrics packages.  If you're at a university, you may be able to get access to those in one of the computer labs, or buy them at very favorable students prices.  From the traffic I've seen on the STATA discussion list, it appears to be very popular these days among folks doing econometrics.

Steve Albert
Director of Biostatistics
Spectrum Pharmaceutical Research Corp.
San Antonio, TX
SAlbert at SpectrumCRO dot com


> Date:    Wed, 21 Aug 2002 14:35:21 +0200
> From:    Jones John <John.Jones@UCB-GROUP.COM>
> Subject: Re: 3sls with ar(1)
>
> For your thesis?
>
> Your universities stat department should have gradute students who work as
> consultants.  Your very best bet is to go there and find out.
>
> John
>
> -----Original Message-----
> From: jason [mailto:jshy_us@YAHOO.COM]
> Sent: Tuesday, August 20, 2002 10:17 PM
> To: SAS-L@LISTSERV.UGA.EDU
> Subject: 3sls with ar(1)
>
>
> Does anyone know how to estimate a 3sls model with correction for AR(1)
> under SAS? It has taken me a long time and I still could
> not figure out
> how. I need it urgently for the purpose of my thesis.
> Thanks a lot for any help!