Proc GLM with missings [Outliers]

posted by ElMaestro  – Denmark, 2013-08-07 18:22 (3885 d 23:09 ago) – Posting: # 11241
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Hi again,

further to my previous post:

After having fiddled a little with pen and paper I think GLM or any other lm software might have to discard any subject in a n-period cross over where n-1 periods are missing.
Try and compare with PROC GLM:
  1. A 3 period dataset with two periods missing for one subject.
  2. A 3-period dataset with three periods missing for one subjects (same subject as pt. 2).
Do the two fits coincide?

Pass or fail!
ElMaestro

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