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1、UsingSASforEconometricsR.CarterHillLouisianaStateUniversityRandallC.CampbellMississippiStateUniversitySeptember7,2009©R.CarterHillandRandallC.Campbell.Thisworkisnotfordistribution.BriefIntroductionThisbookisaguideforusingtheSAS(www.sas.com)computersoftware(Version
2、9.2)foreconometricsattheundergraduate,Master’sandPh.D.levels.SASisthelargeststatisticalsoftwareproviderintheworld.Itisusedinbusiness,governmentandacademia.Asupplementsuchasthisisactuallyquiteessentialforuseinaclassroomenvironment,forthoseattemptingtolearnSAS,andfo
3、rquickandusefulreference.TheSASdocumentationcomesinmanyvolumes,andseveralarethousandsofpageslong.ThismakesforaverydifficultchallengewhengettingstartedwithSAS.ThepreviouslypublishedLearningSAS:AComputerHandbookforEconometrics(Hill,JohnWiley&Sons,1993)isnowdifficult
4、toobtain,andoutofdate.ThedesignofthebookwillbesuchthatitisnottiedexclusivelytoPrinciplesofEconometrics,3e(Hill,GriffithsandLim,2008,JohnWileyandSons,Inc.).ItwillfollowtheoutlineofPOE3,andwillusedataandempiricalexamplesfromthebook,butwewillincludeenoughbackgroundma
5、terialoneconometricssothatinstructorsusingGujarati’sbookBasicEconometrics,orWooldridge’sIntroductoryEconometrics,couldeasilyusethisbookasasupplement.Furthermorethevolumewillspanseverallevelsofeconometrics.Itwillbesuitableforundergraduatestudentswhowilluse“canned”S
6、ASstatisticalprocedures,andforgraduatestudentswhowilluseadvancedproceduresaswellasdirectprogramminginSAS’smatrixlanguage,discussedinchapterappendices.Thecurrentdraft(September7,2009)isincomplete.Itdoesnotincludeallchapters.TheTableofContentslistswhichchaptersarein
7、cludedinthisdraft.Furthermore,thisworkisstilla“firstdraft.”Wehavereceivedcommentsthatwehavenotyetincorporated.Pleasesendanycommentstoeohill@lsu.eduorRCampbell@cobilan.msstate.eduCHAPTER1IntroducingSASLearningObjectives1.1TheSASsystem1.2StartingSAS1.3Theopeningdisp
8、lay1.4ExitingSAS1.5SASdatafilesforPrinciplesofEconometrics,3e1.5.1Datadefinitionfiles1.6Aworkingenvironment1.7SASprogramstructure1.7.1SAScommentstatemen
