Date:         Wed, 25 Nov 1998 15:01:05 -0800
Reply-To:     Jay Zhou <zhou_jay@YAHOO.COM>
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         Jay Zhou <zhou_jay@YAHOO.COM>
Subject:      Re: white standard errors
Comments: To: Ramu Thiagarajan <ramut@NWU.EDU>
Content-Type: text/plain; charset=us-ascii

You might try output with out=myfile statement where myfile is the
output data set you can use for further manipulation.
 
Jay
 
 
 
 
---Ramu Thiagarajan <ramut@NWU.EDU> wrote:
>
> Hello: I am running proc reg with the acov option.
> This optionsprovides the heteroscedascticity-consistent
> covariance matrix. The sq.root of the diagnol elements provide the
> heteroscedasticity-consistent standard errors. Is there a way to
> output this to a dataset so that I can calculate adjusted
t-statistics?
>
> Alternatively, I have to print them out and calculate the adjusted
standard
> errors by hand.
>
> Any suggestions will be helpful.
>
>
> Thanks
>
> --Ramu
> S. Ramu Thiagarajan
> Assistant Professor
> Kellogg Graduate School of Management
> Northwestern University
> 2001 Sheridan Road
> Evanston, IL 60208
>
> (847)-491-2658, ramut@nwu.edu
>
 
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