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MarinaMag
Fluorite | Level 6

Hello,

 

I want to run a simple OLS regression and include fixed effects eg. for country or firm fixed effects.

Is there a way to do this automatically? 

 

Thank you in advance,

1 ACCEPTED SOLUTION

Accepted Solutions
PaigeMiller
Diamond | Level 26

@MarinaMag wrote:

Hello,

 

I want to run a simple OLS regression and include fixed effects eg. for country or firm fixed effects.

Is there a way to do this automatically? 

 

Thank you in advance,


If you need to include "country" or "firm" in the model, these are categorical variables and PROC REG does not directly handle categorical variables. You could use PROC GLM which will do regression and does allow you to include categorical variables (by using the CLASS statement).

--
Paige Miller

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4 REPLIES 4
Ksharp
Super User

proc reg .......

model y=x..... /include=  ;

quit;

MarinaMag
Fluorite | Level 6

Thank you for your response.

I tried to use it for country fixed effects and I took this message:

"ERROR 22-322: Expecting an integer constant."

PaigeMiller
Diamond | Level 26

@MarinaMag wrote:

Hello,

 

I want to run a simple OLS regression and include fixed effects eg. for country or firm fixed effects.

Is there a way to do this automatically? 

 

Thank you in advance,


If you need to include "country" or "firm" in the model, these are categorical variables and PROC REG does not directly handle categorical variables. You could use PROC GLM which will do regression and does allow you to include categorical variables (by using the CLASS statement).

--
Paige Miller
MarinaMag
Fluorite | Level 6

Thank you, it works!

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