topic How to use two-way fixed effect model when there are three identifying variable in SAS Programming

How to use two-way fixed effect model when there are three identifying variable

caveman529 — Tue, 04 Feb 2014 05:27:52 GMT

I have a panel dataset with three dimension: doctor, patient, and year. I hope to include doctor and year fixed-effect in my regression. I used

proc sort data=have; by doctor year; run;

proc panel data=HAVE;

id doctor year;

model y = x1 x2 x3 x4 x5 x6 x7 / fixtwo;

run;

PROC TSCSREG DATA=HAVE;

ID doctor year;

MODEL y = x1 x2 x3 x4 x5 x6 x7 / fixtwo;

RUN;

But all I get is:

ERROR: Data set is not sorted in ascending sequence with

respect to time series ID. The current time period has year=2002 and

the previous time period has year=2010 in cross section

doctor=2.

How could I resolve this problem? Thank you!

DR_Majeti — Tue, 04 Feb 2014 13:42:59 GMT

Hi,

Please check that error says dataset is not sorted as per variables in ID statement. .

Sort before this step.

caveman529 — Tue, 04 Feb 2014 15:56:41 GMT

After sorting :

proc sort data=have; by doctor year; run;

it still reports errors...

DR_Majeti — Tue, 04 Feb 2014 16:02:22 GMT

Can you send me the sample data That i can try the output ..

caveman529 — Wed, 05 Feb 2014 05:32:48 GMT

Hi, Majeti:

Thank you for your help on this! I have attached the data file in zip.

DR_Majeti — Wed, 05 Feb 2014 06:20:41 GMT

Hi ,

I have also got the same error, but I could rectify when only there are no duplicates for the year value. (But i know that it is wrong)

After doing that I got another error: when there is missing values for any observation the model we are applying is not accepting.

Please the check the combination of ID statement. Sorry, i don't have any idea with these kind of analysis.

caveman529 — Wed, 05 Feb 2014 07:25:30 GMT

No problem. Thanks!