I have the following code in Stata that I'm looking for the equivalent in SAS.
regress DV X1 X2 X3 X4 X5 if groupID == 0 est tab, b se stats(r2_a) est store groupID0 regress DV X1 X2 X3 X4 X5 if groupID == 1 est tab, b se stats(r2_a) est store groupID1 suest groupID0 groupID2, vce(cluster firmID) test [groupID0_mean]_cons = [groupID1_mean]_cons test [groupID0_mean]X1 = [groupID1_mean]X1 test [groupID0_mean]X2 = [groupID1_mean]X2 test [groupID0_mean]X3 = [groupID1_mean]X3 test [groupID0_mean]X4 = [groupID1_mean]X4 test [groupID0_mean]X5 = [groupID1_mean]X5
The first two
regress statements perform OLS and save the coefficients, which I know how to do in SAS. The
suest statements performs seeming unrelated regression on both group1 and group2 with clustered standard errors and then tests the equality of coefficients. It's the block of code from
suest down that I cannot figure out in SAS.
Any help would be appreciated!