Hi guys,
I have a muiltiple regression model with 2 dummy variables. The qualitative variables in my data looks like this:
Broad | Sector |
---|---|
1 | 0 |
1 | 0 |
0 | 0 |
0 | 1 |
0 | 0 |
Each observation can belong to either the Broad category, Sector category, or neither. This would require me to have 2 dummy variables. How can I add these dummies to my model which looks like this so far:
PROC REG data=GH3 outest=est;
by symbol;
model ADV = Volume Volatility MarketCap;
(need to add my dummies to this model)
run;
quit;
data FINAL;
set est;
format Volume Volatility MarketCap e15.;
run;
proc print data = FINAL;
run;
quit;
-------------
Thanks in advance,
Razzle
I think that most of the dummy variables are added to the input dataset. If you don't want to recreate the data, you can create a view which has the dummy variables in it.
proc sql;
create view work.gh3_view as
select
t1.*
,case when t1.category='Broad' then 1 else 0 end as Broad
,case when t1.category='Sector' then 1 else 0 end as Sector
from work.gh3;
quit;
and then use that as the input data to your proc.
I think that most of the dummy variables are added to the input dataset. If you don't want to recreate the data, you can create a view which has the dummy variables in it.
proc sql;
create view work.gh3_view as
select
t1.*
,case when t1.category='Broad' then 1 else 0 end as Broad
,case when t1.category='Sector' then 1 else 0 end as Sector
from work.gh3;
quit;
and then use that as the input data to your proc.
Thanks a lot.
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