Help using Base SAS procedures

Testing for fixed effect or clustering OLS

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Testing for fixed effect or clustering OLS

Hi all

Does anyone know how to test for a fixed effect and clustering in your data on SAS?

I know this process is quite simple on stata just a matter of dropping an ", fe" and ", vce(cluster permno)" at the end of the OLS regression command.

I am hoping SAS has an equally similar edit to the following command:

proc reg data = have;

model income = size price earnings sales expenses ROA ATO;

run;

Or am I wishful thinking? Help on how to test for this would be greatly, appreciated.

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