BookmarkSubscribeRSS Feed
JKCho
Pyrite | Level 9
proc hppanel data=creditend1;
 id fyear sic;
 class ratings idvc ids iloss;
 model ratings = logat ROA leverage idvc ids iloss / fixone;
run;
quit;

What I want is a regression. 

 

I have a pooled cross-sectional dataset whose regresee is also categorical(1 to22, credit ratings) and 3 of regressor are not regular ones: logAT, ROA, and leverage while other 3 are dummies: idvc, ids, and iloss.

 

With this dataset, I want to regress ratings on these 6 variables while simultaneously holding fixed effects from year and sic(industry).

 

1) As far as I know, this is pooled cross-sectional, I need to use proc hppanel.

2) then need to have the fixed effect, so used id fyear, sic ~~ / fixone;

3) however, with PROC HPPNAEL, I cannot do have categorical variables...  as I did in the CLASS statement.

 

Does anybody know what would be a proper regression and code for what I am trying now?

It seems that If I need to do this, I may be better to learn SAS Macro. but I cannot now( Yeah. I can start learning but cannot solve this by Macro right now).

 

Please share your thoughts and experience with this matter so I must super appreciate you!

 

Jerry

1 REPLY 1
Reeza
Super User
Moved your question to the stats forum for better responses.

Ready to join fellow brilliant minds for the SAS Hackathon?

Build your skills. Make connections. Enjoy creative freedom. Maybe change the world. Registration is now open through August 30th. Visit the SAS Hackathon homepage.

Register today!
What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 364 views
  • 0 likes
  • 2 in conversation