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Industry fixed effects and year fixed effects with dummy variables

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Occasional Contributor
Posts: 7

Industry fixed effects and year fixed effects with dummy variables

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;

Valued Guide
Posts: 634

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

You may get a better response by posting in the statistics forum. Otherwise you need to show us what you are trying to build.
Occasional Contributor
Posts: 7

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

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,

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