Programming the statistical procedures from SAS

Proc glm/ Fixed Effects

New Contributor Zak
New Contributor
Posts: 4

Proc glm/ Fixed Effects

Hi everyone!

My regression looks like this:
proc glm data=mydata;
absorb isin;
class year;
model tq = year
a b c /solution noint;

I have two questions:
Number 1:
I struggle with the following: The reported Rsquare is really high, which seems to stem from the fixed effects. How can I exclude the impact of the fixed effects on the Rsquare?

Number 2:
Can I utilize robust standard errors across my individuals (i.e. isin?). And is it possible to do use robust standard errors across individuals and time?

I appreciate any help. Thank you in advance.

Cheers, Zak
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