05-28-2014 03:05 PM
I have been working on a project using cluster analysis, and can not figure out the code or statement on how to get the effect (coefficients) on the class variables? Do I have to switch to OLS and create dummies for those variables?
The code I am using is as follows:
proc surveyreg data = a;
class sic year;
model y = x1 x2 x3/solution;
After this step, the output only shows me
sic 13 20 25 (for example)
year 1991 1992.. (for example),
but it did not show me the sic and year effects. How can I get them?
In addition, if I want to perform an F test on coefficient x1 and x2, what are the codes?
05-28-2014 07:49 PM
The cluster analysis you are referring to is the clustered hetroskedastic consistent standard errors which is not cluster analysis. You need to use a cluster statement in the Proc.