02-01-2016 08:47 AM
I am trying to include year and industry fixed effects in my logistic model. Is this the correct way!
PROC logistic DATA= mydata desc;
CLASS sic /PARAM=REF;
MODEL dependent = independent / rsq;
02-01-2016 09:53 PM
Your code looks good and why not add sic into model ? since you have already encode it.
MODEL dependent = independent SIC / rsq;
And I would doubt if STRATA will work on with CLASS variables. And What LOG is saying ?