on
发帖数: 199 | 1 【 以下文字转载自 Statistics 讨论区 】
发信人: on (一瞬), 信区: Statistics
标 题: SAS: does it have this feature?
发信站: BBS 未名空间站 (Fri Feb 26 00:08:22 2010, 美东)
Want to estimate a model by Generalized Least Square, i.e., assuming the
error term has heteroscedsticity. The covariance matrix of the error is
known. I thought this is fairly standard method, but couldn't find anything
from SAS users' guide.
Does anyone know SAS has a procedure to do this? thanks. | s*****a
发帖数: 353 | 2 proc genmod
anything
【在 on 的大作中提到】
: 【 以下文字转载自 Statistics 讨论区 】
: 发信人: on (一瞬), 信区: Statistics
: 标 题: SAS: does it have this feature?
: 发信站: BBS 未名空间站 (Fri Feb 26 00:08:22 2010, 美东)
: Want to estimate a model by Generalized Least Square, i.e., assuming the
: error term has heteroscedsticity. The covariance matrix of the error is
: known. I thought this is fairly standard method, but couldn't find anything
: from SAS users' guide.
: Does anyone know SAS has a procedure to do this? thanks.
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