LogitandProbitAnalysisWhenthedependentvariableisa0-1binaryvariablethelogitorprobitmodelestimationmethodscanbeused.InSHAZAM,thesemethodsareimplementedwiththeLOGITandPROBITcommands.Thelogitmodelisdiscussedandillustratedhere.Theprobitmodelcanbeimplementedinasimilarstyle.FortheLOGITcommand,thegeneralcommandformatis:LOGITdepvarindeps/optionswheredepvarisa0-1binarydependentvariable,indepsisalistoftheexp...[
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MoretestsforheteroskedasticityASHAZAMusermaybeinterestedinatestforheteroskedasticitythatSHAZAMdoesnotautomaticallycompute.ItmaybepossibletoprogramthetestwithSHAZAMcommands.Forexample,theParktestisdescribedinGujarati[1995,p.369].Thistestproposesthattheerrorvarianceisafunctionofoneexplanatoryvariable,sayX.FollowingOLSestimationtheOLSestimatedresidualsareusedintheauxiliaryregression:log(êt2)=0+1log(...[
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HeteroskedasticityasasamplepartitionTheGoldfeld-Quandttestgivesatestforequalvarianceintwosubsetsofobservations.ThistestisreportedwiththeSHAZAMcommands:OLS...
DIAGNOS/CHOWTESTTheDIAGNOScommandusestheresultsfromtheimmediatelyprecedingOLScommandtogeneratediagnostictests.TheCHOWTESToptioncomputesandreportstheGoldfeld-Quandtteststatisticforeverybreakpointinthedata.ThisoptionalsocomputestheChowtests...[
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HeteroskedasticityasafunctionoftheexplanatoryvariablesTeststatisticsarereportedwiththeSHAZAMcommands:OLS...
DIAGNOS/HETTheDIAGNOScommandusestheresultsfromtheimmediatelyprecedingOLScommandtogeneratediagnostictests.TheHEToptioncomputesandreportstestsforheteroskedasticity.ThesetestsareobtainedbyusingafunctionoftheOLSresidualsetasadependentvariableinanauxiliaryregression.Anumberofalternativeauxili...[
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31IntroducingtheMarketResearchAnalysisApplicationWayneE.WatsonAbstractMarketresearchfocusesonassessingthepreferencesandchoicesofconsumersandpotentialconsumers.AnewcomponentofSAS/STATsoftwareinRelease6.11oftheSASSystemisanapplicationwritteninSAS/AFthatprovidesstatisticalandgraphicaltechniquesformarketresearchdataanalysis.Theapplicationallowsyoutoemploystatisticalmethodssuchasconjointanalysis,discre...[
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NewOccidentalCo.LtdLetKarlStatisticalConsultinghelpyoutoharnessthepowerofinformationwithitseducationalandcontractconsultingservices.Getassistanceandguidanceusingstatisticsinmarketresearch,dataanalysisanddatamining,expertsystemsanddecisionsupport?Withshort-orlong-termcontractconsulting,youhavetheadvantagesofsolidstatisticalanalysisandcontinuedsupportforyourmanagement,engineeringorscientificstaff.Se...[
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