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dear all,

i have to perform panel data regression with industry-fixed effects. 

my sample is having  cross-section of companies and time series of years. moreover, industry classification of each company is also mentioned in the data set. 

the format of my data set is as follows. 

company_nameyearindustry_codeyx1x2x3
20 Microns Ltd20111956.569.8610.1542.7
20 Microns Ltd.2012182.35.1142.8281.8
20 Microns Ltd.20131-25.3-38.2-98.7123
20 Microns Ltd.20141413.726.1130.465.8
7Seas Entertainment Ltd.20112-121.2100.9-96.588
7Seas Entertainment Ltd.20122-20.9-80.718.6246
7Seas Entertainment Ltd.20132-20.9-80.718.6246
7Seas Entertainment Ltd.20142-2.8-21.8-104.841.4
7Seas Entertainment Ltd.201527871.91086.55092.95177.8
A B B India Ltd.20113-5687.4-686-4771.11111.3
A B B India Ltd.20123678.6-263.9-134.7657.5
A B B India Ltd.201333450.126.31066.31654.9
A B B India Ltd.201431010.7-41.61379.241.8
A B B India Ltd.201534309.788.4-2329.26173.1
3I Infotech Ltd.201114309.788.4-2329.26173.1
3I Infotech Ltd.2012139.2-636-20235.2
3I Infotech Ltd.201311056.332.1611.9555.8
3I Infotech Ltd.20141887.956.9992.23359.1
3I Infotech Ltd.20151-174.91.2-519.6232.9
3I Infotech Ltd.20161-828.7542.1-1084.52738.2

 

industry fixed effects is to be estimated based on industry code. 

please suggest  SAS code 

thanks in advance 

1 ACCEPTED SOLUTION

Accepted Solutions
Ksharp
Super User

Maybe you should try PROC PANEL, so post your question at Forecast forum, since PROC PANEL is under SAS/ETS

View solution in original post

1 REPLY 1
Ksharp
Super User

Maybe you should try PROC PANEL, so post your question at Forecast forum, since PROC PANEL is under SAS/ETS

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