topic Re: how to run fixed effect with unique slope and intercept in SAS Programming

how to run fixed effect with unique slope and intercept

spasico — Wed, 26 Feb 2020 15:35:17 GMT

I want to run a regression considering fixed effect, with different slope and intercept for industry and year(i.e: each industry in each year has its slope and intercept, so if there are five year and ten industry, there would be fifty different intercepts and slopes), I tried the following code, but there's only one intercept.

////

proc glm data=ipot3;
class industry year;
model y = x1*industry*year x2*industry*year x3*industry*year / solution;
run;
quit;

////

Is it possible to generate their unique intercepts?

Re: how to run fixed effect with unique slope and intercept

PaigeMiller — Wed, 26 Feb 2020 15:37:22 GMT

@spasico wrote:

I want to run a regression considering fixed effect, with different slope and intercept for industry and year(i.e: each industry in each year has its slope and intercept, so if there are five year and ten industry, there would be fifty different intercepts and slopes), I tried the following code, but there's only one intercept.

////

proc glm data=ipot3;
class industry year;
model y = x1*industry*year x2*industry*year x3*industry*year / solution;
run;
quit;

////

Is it possible to generate their unique intercepts?

proc glm data=ipot3;
class industry year;
model y = industry*year x1*industry*year x2*industry*year x3*industry*year / solution noint;
run;
quit;

the term Industry*Year will be the 50 intercepts.

Re: how to run fixed effect with unique slope and intercept

spasico — Wed, 26 Feb 2020 16:03:02 GMT

I see now. Thanks a lot!