Proc mixed repeated measures

alexprocmixed — Fri, 21 Sep 2012 13:02:44 GMT

Hello,

i want to estimate a model where around 5000 firms are nested in 30 industries and i have five observations per firm over the years 2004-2008.

I want to estimate the portion of variance in firm profits that is explained by the factor 'firm' and the portion explained by the 'industry'. Additionally i want to get the firm specific time effect (residual).

I use proc mixed:

proc mixed noclprint covtest;

class firm industry;

model profit = /solution ddfm=bw;

random intercept/sub=firm;

random intercept/sub=industry;

run;

the result i get shows me that i only have one subject instead of 5000. How can i tell sas that i have multiple observations per firm? i'm not sure how and if i have to use the 'repeated' option here? i dont find any examples with repeated observations per subject and two additional levels (firm and industry in this case)

would be nice if you could help me!

Thanks Alex

Re: Proc mixed repeated measures

SteveDenham — Mon, 24 Sep 2012 12:24:17 GMT

Alex,

Perhaps you could try:

proc mixed noclprint covtest;

class firm industry year;

model profit = year/solution ddfm=bw;

random intercept/sub=firm;

random intercept/sub=industry;

repeated year/sub=firm*industry type=ar(1);

run;

However, I am going to guess that this may be somewhat intensive for proc mixed. You may wish to consider, if you have access to it, PROC HPMIXED.

Steve Denham

topic Proc mixed repeated measures in SAS Procedures

Proc mixed repeated measures

Re: Proc mixed repeated measures