Programming the statistical procedures from SAS

Regression with dependent variable in t-1

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Regression with dependent variable in t-1

Hello Forum,

 

After long time I here again to ask for your help, which is great always...

 

I want to run regression that the dependent variable is ROA4 while the Lnsalesgro, lnsales, RDAssets, LTSTassets are the independent variables. The procedure is as follow:

 

proc reg data=sasuser.sasfile010916;

model roa4 = Lnsalesgro lnsales RDAssets LTSTassets;

run;

 

How should I write it if I want that ROA4 will be always from t-1 (the year before). It means, for example, that the ROA4 will be taken from 2003 while the Lnsalesgro lnsales RDAssets LTSTassets from 2004?

 

Thanks for any help,

 

Yael

 

 


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‎03-28-2017 09:53 AM
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Posts: 1,431

Re: Regression with dependent variable in t-1

The easiest thing to do is to perform this alignment of years that you describe in a SAS data set prior to the PROC REG call.

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‎03-28-2017 09:53 AM
Trusted Advisor
Posts: 1,431

Re: Regression with dependent variable in t-1

The easiest thing to do is to perform this alignment of years that you describe in a SAS data set prior to the PROC REG call.

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