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?
@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.
I see now. Thanks a lot!
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