I am trying to run a two-way fixed-effect model without explanatory variables (only dummy variables of cross-sections and time periods are independent variables). I have two questions:
1. Can I run this model using the following code in which I don't explicitly specify any explanatory variables on the right hand side in the model statment?
2. Can I impose some restriction on dummy variables of cross-sections, such as csid1 + csid2 + csid3 = 0? I cannot use restrict statement because those csid variables are not showing up on the right hand side. Any thoughts?
Thanks in advance!
proc panel data = dataset;
id csid tsid;
model p = /fixtwo;
ods output ParameterEstimates = estimates;