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spasico
Calcite | Level 5

I want to run a regression considering fixed effect, with different slope and intercept for industry and year(i.e: each industry in each year has its slope and intercept, so if there are five year and ten industry, there would be fifty different intercepts and slopes), I tried the following code, but there's only one intercept.

 

////

proc glm data=ipot3;
class industry year;
model y = x1*industry*year x2*industry*year x3*industry*year / solution;
run;
quit;

////

 

Is it possible to generate their unique intercepts?

2 REPLIES 2
PaigeMiller
Diamond | Level 26

@spasico wrote:

I want to run a regression considering fixed effect, with different slope and intercept for industry and year(i.e: each industry in each year has its slope and intercept, so if there are five year and ten industry, there would be fifty different intercepts and slopes), I tried the following code, but there's only one intercept.

 

////

proc glm data=ipot3;
class industry year;
model y = x1*industry*year x2*industry*year x3*industry*year / solution;
run;
quit;

////

 

Is it possible to generate their unique intercepts?


proc glm data=ipot3;
class industry year;
model y = industry*year x1*industry*year x2*industry*year x3*industry*year / solution noint;
run;
quit;

the term Industry*Year will be the 50 intercepts.

--
Paige Miller
spasico
Calcite | Level 5

I see now. Thanks a lot!

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