A software Defined Radio (SDR) device employs a reconfigurable hardware (Universal Software Radio Peripheral-USRP) that may be programmed over-the-air or software (GNU Radio) to function under different Wireless standards. This paper analyzes the effect of various parameters such as channel noise, frequency offset, timing offset, timing beta, FLL (Frequency Lock Loop) bandwidth, Costas loop (phase) bandwidth, filter roll off factor and multiply const on OFDM signal in WiMAX physical layer with concatenated coding using SDR test bed. Concatenated coding is performed by suggesting RM coder and Convolutional coders as inner code and outer codes respectively. Moreover, bit error rate and symbol error rates performance are analyzed by varying bits per symbol, window size and modulation scheme. Results proved that BER and SER values are improved as modulation scheme size (M) is increased. OFDM signal transmission and reception is performed using USRP N210 and configured by GNU radio in the laboratory environment.