Code isn't working just right

[acleamon]

code is working as it says there is no errors however it capsize_micro is showing a parameter estimate of 0 

I am trying to compare return to market cap size - mega, large, mid, small, and micro

proc import datafile="/home/u63997444/ECON 348/Master use good 4.csv"
out=work.finaluse
dbms=csv
replace;
run;

data capsizedd;
set finaluse;

/* Assigning capsize based on Firm */
if 1 <= Firm <= 10 then capsize = "mega";
else if 11 <= Firm <= 20 then capsize = "larg";
else if 21 <= Firm <= 30 then capsize = "mid";
else if 31 <= Firm <= 40 then capsize = "smal";
else if 41 <= Firm <= 50 then capsize = "micr";
else capsize = "unknown"; /* Default case for capsize if Firm is not in expected range */

/* Convert capsize into numeric dummy variables for regression */
if capsize = "mega" then capsize_mega = 1; else capsize_mega = 0;
if capsize = "larg" then capsize_large = 1; else capsize_large = 0;
if capsize = "mid" then capsize_mid = 1; else capsize_mid = 0;
if capsize = "smal" then capsize_small = 1; else capsize_small = 0;
if capsize = "micr" then capsize_micro = 1; else capsize_micro = 0;
run;

proc reg data=capsizedd;
model return=capsize_mega capsize_large capsize_mid capsize_small capsize_micro;
run;

[PaigeMiller]

Show us what you are looking at that makes you say it isn't right. Explain what you expect to see that would be "right".

Next, no need to compute dummy 0/1 variables like you did, you can perform this regression in PROC GLM without creating dummy 0/1 variables.

proc glm data=capsizedd;
class capsize;
model return=capsize/solution;
run;

[acleamon]

It's because capsize micro is showing a paramter estimate of 0 which doesn't make sense given other cap sizes have parameter estimates

[PaigeMiller]

That's how the math works and that's how SAS works, one of the categories will get an estimate of zero. And there's nothing wrong with this answer. I wrote an example to show why this is one way of handling this situation.

https://communities.sas.com/t5/Statistical-Procedures/Interpreting-Multivariate-Linear-Regression-wi...

From now on, @acleamon please give more explanation in your first post, do not assume we know what you know.

[hollandnumerics]

Have you read the SAS log produced when you ran your program?
Was there anything interesting or useful there to tell you why it is not working?
Can you post a copy of the entire log here please?

[hollandnumerics]

@acleamon ,

When I was learning SAS I was encouraged, no threatened, that if I hadn't read the SAS Log no-one would believe that my program had failed!! The reason is that the SAS Log often has THE answers to your questions about why your SAS program has died/crashed/failed, and I should read the SAS Log first to avoid being laughed it.

My experience, so don't make it yours too. Give us a look at your SAS Log!!

..........Phil