sas fixed effect in logistic regression

[spasico]

I tried to run fixed effect in logistic regression, fixed effects are industry and year.

code are as following, I think there is some syntax error for model.

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PROC LOGISTIC DATA=ipo;
strata industry year;
model y = x1 x2 industry year / rsquare link=logit;
run;
quit;

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Is there any way to solve this?

[Rick_SAS]

Hard to say without seeing the log. Are you intentionally trying to perform stratified (conditional) regression? If not, use the CLASS statement instead. The doc says "The STRATA statement in PROC LOGISTIC is used to define variables that identify matched sets of observations so that these matched sets can be analyzed using conditional logistic regression, not the usual unconditional logistic regression."

If you have many years and many industries, the stratified regression is probably taking a long time.

[spasico]

I see. Thanks a lot!

[Xiyuan]

sorry if we use CLASS, is it takes a long time and output a long list of result?
what if we only care about the coefficients of x1 and x2 ?

[Rick_SAS]

If you only care about X1 and X2, then create a model that contains only those variables:
model y = x1 x2;

[Xiyuan]

but what if I want to control the fixed effect ,like industry (format is char) and year (format is numerical), as well as cluster the standard error? can you give a complete code for me? thanks a lot

[Rick_SAS]

This thread is from 2020. If you have a new question, you can start a new thread in which you post your data, any code you are using, and specify what you are trying to achieve. 

[Xiyuan]

thanks i got it