topic Re: 2 fixed effects and clustered std errors in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/2-fixed-effects-and-clustered-std-errors/m-p/259656#M13713 <P>Get a copy of&nbsp;<EM>SAS for Mixed Models, 2nd ed.</EM> by Littell et al. &nbsp;It will have the examples (and some theory) on how to address this.</P> <P>&nbsp;</P> <P>Steve Denham</P> Tue, 29 Mar 2016 13:32:26 GMT SteveDenham 2016-03-29T13:32:26Z 2 fixed effects and clustered std errors https://communities.sas.com/t5/Statistical-Procedures/2-fixed-effects-and-clustered-std-errors/m-p/251724#M13277 <P>Hi, i wanted to run a ols with</P> <P>1) industry fixed effects</P> <P>2) year fixed effects</P> <P>3) cluster by a) year and then b) company.</P> <P>&nbsp;</P> <P>is there anyway to do this in sas?</P> <P>&nbsp;</P> <P>many thx in advance!!!</P> Tue, 23 Feb 2016 05:43:03 GMT https://communities.sas.com/t5/Statistical-Procedures/2-fixed-effects-and-clustered-std-errors/m-p/251724#M13277 aarony 2016-02-23T05:43:03Z Re: 2 fixed effects and clustered std errors https://communities.sas.com/t5/Statistical-Procedures/2-fixed-effects-and-clustered-std-errors/m-p/251845#M13282 <P>Use MIXED or GLIMMIX, and treat company and year as random effects.</P> Tue, 23 Feb 2016 20:14:55 GMT https://communities.sas.com/t5/Statistical-Procedures/2-fixed-effects-and-clustered-std-errors/m-p/251845#M13282 lvm 2016-02-23T20:14:55Z Re: 2 fixed effects and clustered std errors https://communities.sas.com/t5/Statistical-Procedures/2-fixed-effects-and-clustered-std-errors/m-p/251848#M13283 Sorry I am still a novice. Do u mind showing me how?<BR /><BR /><BR /><BR />Sorry and thx.<BR /><BR /><BR /> Tue, 23 Feb 2016 20:15:54 GMT https://communities.sas.com/t5/Statistical-Procedures/2-fixed-effects-and-clustered-std-errors/m-p/251848#M13283 aarony 2016-02-23T20:15:54Z Re: 2 fixed effects and clustered std errors https://communities.sas.com/t5/Statistical-Procedures/2-fixed-effects-and-clustered-std-errors/m-p/259656#M13713 <P>Get a copy of&nbsp;<EM>SAS for Mixed Models, 2nd ed.</EM> by Littell et al. &nbsp;It will have the examples (and some theory) on how to address this.</P> <P>&nbsp;</P> <P>Steve Denham</P> Tue, 29 Mar 2016 13:32:26 GMT https://communities.sas.com/t5/Statistical-Procedures/2-fixed-effects-and-clustered-std-errors/m-p/259656#M13713 SteveDenham 2016-03-29T13:32:26Z