Tips:Heteroskedasticity in Proc Reg

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Do you know that you can test for Heteroskedasticity in Proc Reg? Proc Reg will conduct a White Test in Proc Reg using SPEC option under the model statement.

For more information, please refer to SAS 9.1.3 documentation under Proc Reg/Heteroskedasticity.

Hope this will help those who want a Homoskedastic assumption!

Submitted by Murphy Choy From Singapore. Contact me at my Discussion Page.

....see also