simple OLS regression with fixed effects

[MarinaMag]

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,

[Ksharp]

proc reg .......

model y=x..... /include=  ;

quit;

[MarinaMag]

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 · Accepted solution]

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@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,

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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).

[MarinaMag]

Thank you, it works!