我在做研究生的论文,正在replicate数据, 还是sas的初学者,很多东西不会。 有三个很棘手的问题,希望大家可以帮忙,非常感谢!!
1. when I calculate regression, I want to get the regression that dependent variable is the value of SUE when season=2 and independent variable is the value of SUE when season=1.
I just know this code:
proc reg xxx;
model dependent= independent;
run;
I don't know how to just add restrict to SUE variable.
2. t-value is estimated from fama-macbeth regressions. Can I use proc ttest statement?
3. one-tailed significance at 1% level, can I write the code:
proc ttest xxx;
alpha=0.01;
run;