| SGF |
2019 |
A Selective Overview of Panel Data with Applications in SAS |
Oral Capps |
source |
26 |
| WUSS |
2013 |
Using PROC NLMIXED to Fit Correlated Residual Error Structures in Nonlinear Mixed Models |
Shelley A. Blozis, Jeffrey Harring |
source |
5 |
| NESUG |
2009 |
Why We Need a Bayesian Approach to Early Detection of Epidemic Outbreaks and Financial Bubbles Using First-Order Autoregressive Models with Structural Changes |
Ernest S. Shtatland, Timur Shtatland |
|
12 |
| SGF |
2009 |
%QLS SAS Macro: A SAS Macro for Analysis of Longitudinal Data Using Quasi-Least Squares |
Hanjoo Kim, Justine Shults |
source |
12 |
| NESUG |
2008 |
Early Detection of Epidemic Outbreaks and Financial Bubbles Using Autoregressive Models with Structural Changes |
Ernest S. Shtatland, Timur Shtatland |
|
15 |
| SGF |
2008 |
Another Look at Low-Order Autoregressive Models in Early Detection of Epidemic Outbreaks and Explosive Behaviors in Economic and Financial Time Series |
Ernest S. Shtatland |
source |
12 |
| NESUG |
2007 |
Low-Order Autoregressive Models in Early Detection of Epidemic Out-breaks and Explosive Behaviors in Economic and Financial Time Series |
Ernest S. Shtatland |
|
10 |
| SUGI |
2004 |
Repeated Measures Modeling with PROC MIXED |
E. Barry Moser |
source |
20 |
| PharmaSUG |
2003 |
Using Model Fitting Information and PROC PLOT to Select the Type of Variance-Covariance Structure for Repeated Measures |
Radhi Abdulnabi |
|
8 |
| MWSUG |
2002 |
Using Model Fitting Information and PROC PLOT to Select the Type of Varianc-Covariance Structur |
Radhi Abdulnabi |
|
7 |
| SUGI |
2002 |
A Macro for Examining the Consequences of Error Structure Misspecifications |
John M. Ferron, Kristine Y. Hogarty, Melinda Hess, Jeanine L. Romano |
source |
6 |