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Date:         Mon, 27 Dec 2004 12:29:36 -0800
Reply-To:     cassell.david@EPAMAIL.EPA.GOV
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "David L. Cassell" <cassell.david@EPAMAIL.EPA.GOV>
Subject:      Re: Need Advice
In-Reply-To:  <>
Content-type: text/plain; charset=US-ASCII

Cajanus <squandres@YAHOO.COM> wrote: > I m Andre Daud, postgraduate students at Bogor Agricultural Institute > (IPB) Indonesia, in agricultural economics. I m finishing my master > dissertation. I am using SAS for doing time > series analysis because this software is officially available in the > institute I am studying at--and of course i am beginner in using SAS. > More specifically, I estimate an Almost Ideal Demand System and its > inverse model. I face a lot of problems in transferring the algebraic > model and the estimation procedures necessary for the analysis (e.g. > Wu-Hausman endogeneity test and so on) into the SAS programme syntax.I > would like to ask whether somebody has estimated an AIDS and its > inverse model (IAIDS)and especially those endogeneity test with SAS > using time-series data and whether he or she could helping me.

Since you're a beginner in SAS, you'll want to learn about the usefulness of the SAS website. Here is a URL which will do what you want. It has a simple approach for AIDS models using PROC MODEL (in the SAS/ETS) module, and a more advanced approach which will do more, using SAS/IML:

HTH, David -- David Cassell, CSC Senior computing specialist mathematical statistician

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