topic Industry fixed effects and year fixed effects with dummy variables in SAS Programming

Industry fixed effects and year fixed effects with dummy variables

Dianac — Fri, 24 Mar 2017 15:40:49 GMT

Hello,

I have the following code for my logistic regression. However, I need to add industry fixed effects, year fixed effects with dummy variables. Could someone help me with this?

Thank you very much in advance.

Proc logistic data=Exam.Alltables
plots(only)=(effect oddsratio);
class High_sensitive (param= ref ref=' No ') EPA (param=ref ref='No ') Emissions_trading (param=ref ref='No ') ;
model disclosure (event= '1 ')= High_sensitive Div_emissions EPA Emissions_trading Assets_LN /
selection=backward;
run;

Re: Industry fixed effects and year fixed effects with dummy variables

ArtC — Sat, 25 Mar 2017 06:27:50 GMT

You may get a better response by posting in the statistics forum. Otherwise you need to show us what you are trying to build.

Re: Industry fixed effects and year fixed effects with dummy variables

Dianac — Sat, 25 Mar 2017 08:37:05 GMT

Hello,

Thanks for your answer. I tried with the statement strata but all the dummy variables are dropped because of redundancy.

I am trying to build a longitudinal data for 4 years in order to determine whether companies disclose non financial information in the annual reports. Independent variables: sensitive industris, regulation, etc.

Regards,