Saturday, 23 April 2005

Cry for help

Can anyone recommend some good books that teach one to use SAS for econometrics? I bought a couple of books from Amazon, which were highly recommended, but apparently not for people that are interested in econometric applications. The types of books I would be looking for would list ALL of the options for the commonly-used procedures (proc reg, proc means, proc ttest, etc.) and list them together with the command, rather than having them scattered throughout the book (and then only some of them).

A book with a f*cking index would be valuable as well. Another good book would include examples of programs written using both SAS procedures and IML, again of the kind an economist would use.

I plan to learn Stata in the not-too-distant-future but it’ll do me no good for class, which requires SAS.

3 comments:

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SAS is evil. I honestly don’t know of any good books on SAS for econometrics or statistics (at least general econometrics), but then again I haven’t exactly gone looking either.

Of course, there aren’t good books on any software package for econometrics, with the exception of Stata and (for basic stuff) R/S-PLUS.

 

SAS? What’s wrong with using American Special Forces for the job?

 

Probably the most user-friendly book out there is “The Little SAS Book: a primer” by Delwiche and Slaughter. I have a friend who is a senior analyst with a marketing firm and can make SAS do any econometric modeling he wants, shine his shoes, and wash his car…and he swears by this book.

…and learn Stata

 
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