sas를 사용하여 Hausman 테스트를 수행하는 방법?

Question

패널 데이터가 있으며 고정 및 임의 효과에 대한 Hausman 테스트를 수행하려고합니다. 내가 그 테스트를 할 수있는 방법,

Proc glm DATA=Sampledata_adjvol; 
absorb TRD_STCK_CD; 
class TRD_EVENT_ROUFOR; 
model adjusted_volume_5 = TRD_EVENT_ROUFOR/solution; 
run; 

PROC 패널 또는 패널 절차를 사용하지 않고 : 여기 내 코드? 미리 감사드립니다.

Answer 1

proc panel data = Sampledata_adjvol3; 
    id TRD_STCK_CD DateTime; 
    class TRD_EVENT_ROUFOR; 
    model adjusted_volume_5 = TRD_EVENT_ROUFOR/fixone; 
run; 

* Regression with dummy variables in approach 2; 
* Creating dummy variables manually; 
data Sampledata_adjvol3_1; 
    set Sampledata_adjvol3; 
     if TRD_EVENT_ROUNDED = 34200 then TRD_EVENT_ROUNDED_1 = 1; 
    else TRD_EVENT_ROUNDED_1 = 0; 
    if TRD_EVENT_ROUNDED = 36000 then TRD_EVENT_ROUNDED_2 = 1; 
    else TRD_EVENT_ROUNDED_2 = 0; 
    if TRD_EVENT_ROUNDED = 37800 then TRD_EVENT_ROUNDED_3 = 1; 
    else TRD_EVENT_ROUNDED_3 = 0; 
    if TRD_EVENT_ROUNDED = 39600 then TRD_EVENT_ROUNDED_4 = 1; 
    else TRD_EVENT_ROUNDED_4 = 0; 
    if TRD_EVENT_ROUNDED = 41400 then TRD_EVENT_ROUNDED_5 = 1; 
    else TRD_EVENT_ROUNDED_5 = 0; 
    if TRD_EVENT_ROUNDED = 43200 then TRD_EVENT_ROUNDED_6 = 1; 
    else TRD_EVENT_ROUNDED_6 = 0; 
run; 

proc sort data=Sampledata_adjvol3_1 out=Sampledata_adjvol3_1; 
    by TRD_STCK_CD DateTime; 
run; 
proc tscsreg data= Sampledata_adjvol3_1; 
    model adjusted_volume_5 = TRD_EVENT_ROUNDED_1 TRD_EVENT_ROUNDED_2 TRD_EVENT_ROUNDED_3 TRD_EVENT_ROUNDED_4 
TRD_EVENT_ROUNDED_5 TRD_EVENT_ROUNDED_6/ fixone; 
    id TRD_STCK_CD datetime; 
run;