topic Re: Fixed effects in Proc Probit in Statistical Procedures

Fixed effects in Proc Probit

Kingess — Mon, 02 May 2011 19:33:25 GMT

How can I run a fixed effect model in Probit?

My model is: y=f(V1, V2, V3).

y is a 0/1 binomial variable.
V1, V2, V3 are continuous variables.

The observations are taken over a period of 30 years. A portion of the total number of observations come from each of the thirty years.

Since the V1,V2 and V3 vary over the thrity years, I want to add a year fixed effect.

I am using SAS 9.2. I have looked in the SAS Documentation but am unable to locate the command/options, etc.

Can anybody help?

Thanks.

Re: Fixed effects in Proc Probit

lvm — Mon, 02 May 2011 20:32:01 GMT

Based on your question, I think you simply want:

proc probit;
class y;
model y = v1 v2 v3 year;
run;

This assume that y is strictly 0 or 1. There is an alternate syntax when you have a count of y out of n for each observation.

Re: Fixed effects in Proc Probit

StatDave — Tue, 03 May 2011 20:44:51 GMT

A fixed effects model can be fit in PROC LOGISTIC using the STRATA statement. For example:

proc logistic;
strata year;
model y=v1 v2 v3;
run;

This fits the conditional logistic model that avoids estimating parameters for the years. However, a probit model cannot be fit when the STRATA statement is used and there is no STRATA statement in PROC PROBIT.

Re: Fixed effects in Proc Probit

raqthesolid — Tue, 25 Jul 2017 07:05:04 GMT

Hello dear ?

Can i get Pseudo R squre or R squre using this regression in SAS?
any help will he highly appreciable.
THnaks

Re: Fixed effects in Proc Probit

raqthesolid — Tue, 25 Jul 2017 07:05:46 GMT

Hello dear
Can I get Pseudo R squre using Proc logistic?
Thanks for help