How to use two-way fixed effect model when there are three identifying variable

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Regular Contributor
Posts: 161

How to use two-way fixed effect model when there are three identifying variable

I have a panel dataset with three dimension: doctor, patient, and year.  I hope to include doctor and year fixed-effect in my regression.  I used

proc sort data=have; by doctor year; run;

proc panel data=HAVE;

     id doctor year;

     model y =  x1 x2 x3 x4 x5 x6 x7 / fixtwo;

run;

PROC TSCSREG DATA=HAVE;

   ID doctor year;

   MODEL y = x1 x2 x3 x4 x5 x6 x7 / fixtwo;

RUN;

But all I get is:

ERROR: Data set is not sorted in ascending sequence with

       respect to time series ID.  The current time period has year=2002 and

       the previous time period has year=2010 in cross section

       doctor=2.

How could I resolve this problem?  Thank you!

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Contributor
Posts: 64

Re: How to use two-way fixed effect model when there are three identifying variable

Posted in reply to caveman529

Hi,

Please check that error says dataset is not sorted as per variables in ID statement. .

Sort before this step.

Regular Contributor
Posts: 161

Re: How to use two-way fixed effect model when there are three identifying variable

Posted in reply to DR_Majeti

After sorting :

proc sort data=have; by doctor year; run;

it still reports errors...

Contributor
Posts: 64

Re: How to use two-way fixed effect model when there are three identifying variable

Posted in reply to caveman529

Can you send me the sample data That i can try the output ..

Regular Contributor
Posts: 161

Re: How to use two-way fixed effect model when there are three identifying variable

Posted in reply to DR_Majeti

Hi, Majeti:

Thank you for your help on this!  I have attached the data file in zip. 

Contributor
Posts: 64

Re: How to use two-way fixed effect model when there are three identifying variable

Posted in reply to caveman529

Hi ,

I have also got the same error, but I could rectify when only there are no duplicates for the year value. (But i know that it is wrong)

After doing that I got another error: when there is missing values for any observation the model we are applying is not accepting.

Please the check the combination of ID statement. Sorry, i don't have any idea with these kind of analysis.

Regular Contributor
Posts: 161

Re: How to use two-way fixed effect model when there are three identifying variable

Posted in reply to DR_Majeti

No problem.  Thanks!

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