Thank you so much for your help, SASkiwi. ... View more

Thank you so much for your help, mkeintz. ... View more

It seems that I have no choice to click solution again at this point. I will do that from the next time. Thanks. ... View more

Thanks again for useful codes, PGStats. The following is a part of output I have. What I expected was intercepts (_logchsga) and two slopes (_logchsale and _declogchsale) in the regressions using values in the current quarter and prior 15 quarters. However, the following output shows 16 different values for intercepts and slopes along with the same value of three variables. I am not sure what this output means. Is there any way to have one value for intercepts and slopes per each quarter using 16 quarter values in the regressions? Many thanks. Joon1       Obs GVKEY FYEARQ FQTR logchsga logchsale declogchsale _logchsga _logchsale _declogchsale1234567891011121314151617181920212223242526272829303132 001003 1986 4 0.11881 0.06718 0.00000 -0.06519 0.28560 0.00000 001003 1986 4 0.11881 0.06718 0.00000 0.08464 -0.17283 -0.17283 001003 1986 4 0.11881 0.06718 0.00000 0.39394 0.45303 0.00000 001003 1986 4 0.11881 0.06718 0.00000 -0.30956 -0.65588 -0.65588 001003 1986 4 0.11881 0.06718 0.00000 0.14344 0.16502 0.00000 001003 1986 4 0.11881 0.06718 0.00000 0.04183 0.12751 0.00000 001003 1986 4 0.11881 0.06718 0.00000 0.35520 0.49484 0.00000 001003 1986 4 0.11881 0.06718 0.00000 -0.42592 -0.65513 -0.65513 001003 1986 4 0.11881 0.06718 0.00000 0.90791 0.64130 0.00000 001003 1986 4 0.11881 0.06718 0.00000 0.26770 0.34796 0.00000 001003 1986 4 0.11881 0.06718 0.00000 0.14817 0.16534 0.00000 001003 1986 4 0.11881 0.06718 0.00000 -0.08611 -0.16980 -0.16980 001003 1986 4 0.11881 0.06718 0.00000 0.10425 0.06152 0.00000 001003 1986 4 0.11881 0.06718 0.00000 0.13691 0.25792 0.00000 001003 1986 4 0.11881 0.06718 0.00000 0.11881 0.06718 0.00000 001003 1986 4 0.11881 0.06718 0.00000 -1.39224 -1.57195 -1.57195 001003 1987 1 -0.36950 -0.20637 -0.20637 0.08464 -0.17283 -0.17283 001003 1987 1 -0.36950 -0.20637 -0.20637 0.39394 0.45303 0.00000 001003 1987 1 -0.36950 -0.20637 -0.20637 -0.30956 -0.65588 -0.65588 001003 1987 1 -0.36950 -0.20637 -0.20637 0.14344 0.16502 0.00000 001003 1987 1 -0.36950 -0.20637 -0.20637 0.04183 0.12751 0.00000 001003 1987 1 -0.36950 -0.20637 -0.20637 0.35520 0.49484 0.00000 001003 1987 1 -0.36950 -0.20637 -0.20637 -0.42592 -0.65513 -0.65513 001003 1987 1 -0.36950 -0.20637 -0.20637 0.90791 0.64130 0.00000 001003 1987 1 -0.36950 -0.20637 -0.20637 0.26770 0.34796 0.00000 001003 1987 1 -0.36950 -0.20637 -0.20637 0.14817 0.16534 0.00000 001003 1987 1 -0.36950 -0.20637 -0.20637 -0.08611 -0.16980 -0.16980 001003 1987 1 -0.36950 -0.20637 -0.20637 0.10425 0.06152 0.00000 001003 1987 1 -0.36950 -0.20637 -0.20637 0.13691 0.25792 0.00000 001003 1987 1 -0.36950 -0.20637 -0.20637 0.11881 0.06718 0.00000 001003 1987 1 -0.36950 -0.20637 -0.20637 -0.36950 -0.20637 -0.20637 001003 1987 1 -0.36950 -0.20637 -0.20637 -0.06519 0.28560 0.00000 ... View more

As in the previous response, I had the same error message without "view=" command. Thanks for your help. 231 data s3; 232 array dep{16} _temporary_; 233 array indep1{16} _temporary_; 234 array indep2{16} _temporary_; 235 set s2; by gvkey; 236 if first.gvkey then 237 call missing(of dep{*}, of indep1{*}, of indep2{*}); 238 i = 1 + mod(_n_, dim(dep)); 239 dep{i} = logchsga; 240 indep1{i} = logchsale; 241 indep2{i} = declogchsale; 242 if n(of dep{*}) = dim(dep) and 243 n(of indep1{*}) = dim(indep1) and 244 n(of indep2{*}) = dim(indep2) then 245 do j = i+1 to i+dim(dep); 246 k = 1 + mod(j, dim(dep)); 247 _logchsga = dep{k}; 248 _logchsale = indep1{k}; 249 _declogchsale = indep2{k}; 250 output; 251 end; 252 keep gvkey fyearq fqtr logchsga logchsale declogchsale 253 _logchsga _logchsale _declogchsale; 254 run; ERROR: Unable to create WORK.S3.DATA because WORK.S3.VIEW already exists. NOTE: The SAS System stopped processing this step because of errors. NOTE: There were 1 observations read from the data set WORK.S2. NOTE: DATA statement used (Total process time): real time 0.03 seconds cpu time 0.03 seconds   ... View more

Thank you so much, Rezza. I am not sure what role "view= " does play. Regardless of whether dropping "view=" command, I had the same error message. Your help will be highly appreciated. 163 data s3; view=s3; 164 array dep{16} _temporary_; 165 array indep1{16} _temporary_; 166 array indep2{16} _temporary_; 167 set s2; by gvkey; 168 if first.gvkey then 169 call missing(of dep{*}, of indep1{*}, of indep2{*}); 170 i = 1 + mod(_n_, dim(dep)); 171 dep{i} = logchsga; 172 indep1{i} = logchsale; 173 indep2{i} = declogchsale; 174 if n(of dep{*}) = dim(dep) and 175 n(of indep1{*}) = dim(indep1) and 176 n(of indep2{*}) = dim(indep2) then 177 do j = i+1 to i+dim(dep); 178 k = 1 + mod(j, dim(dep)); 179 _logchsga = dep{k}; 180 _logchsale = indep1{k}; 181 _declogchsale = indep2{k}; 182 output; 183 end; 184 keep gvkey fyearq fqtr logchsga logchsale declogchsale 185 _logchsga _logchsale _declogchsale; 186 run; ERROR: Unable to create WORK.S3.DATA because WORK.S3.VIEW already exists. NOTE: The SAS System stopped processing this step because of errors. NOTE: There were 1 observations read from the data set WORK.S2. NOTE: DATA statement used (Total process time): real time 0.04 seconds cpu time 0.04 seconds   ... View more

Thank you, Rezza. I am not sure how the following code run the regression using prior 16 quarter data. Your code just makes regressions run by year and quarter. What I meant was that regressions can be made using prior 16 quarter data on a rolling basis. Thanks for your help.   proc reg data= testsong; by fyearq fqtr; model logchsga= logchsale declogchsale; run;   ... View more

Thank you, Rezza. The data attached are already sorted by gvkey fyearq fqtr. My question is: what code (macro) can estimate regressions using prior 16 quarter data? Surely, if there are less than 16 data points, the regression should not be estimated in the code. Thanks for your help. ... View more

I am sorry. The correct data set is attached. Thank you for your help. ... View more

Thanks for your reply. I don't have any clue to include regressions using do loop and do not find similar codes in this community. Any help will be highly appreciated. ... View more

Thank you so much for your help. It is resolved! Have a good weekend and stay safe. Joon1 ... View more

Dear KurtBremser,   The following is the error message without extension in the file name "Unionizationrate19992018". 11 proc import DATAFILE="C:\Users\hakjoon\Documents\Labor union and 11 ! comparability\data\Unionizationrate19992018" 12 DBMS=xlsx 13 OUT=WORK.e1 REPLACE; 14 RUN; ERROR: Physical file does not exist, C:\Users\hakjoon\Documents\Labor union and comparability\data\Unionizationrate19992018. NOTE: The SAS System stopped processing this step because of errors. NOTE: PROCEDURE IMPORT used (Total process time): real time 0.01 seconds cpu time 0.01 seconds     The following is the error message with extension in the file name "Unionizationrate19992018.xls". 15 proc import DATAFILE="C:\Users\hakjoon\Documents\Labor union and 15 ! comparability\data\Unionizationrate19992018.xls" 16 DBMS=xlsx 17 OUT=WORK.e1 REPLACE; 18 RUN; ERROR: Error opening XLSX file -> C:\Users\hakjoon\Documents\Labor union and comparability\data\Unionizationrate19992018.xls.xlsx . It is either not an Excel spreadsheet or it is damaged. Error code=8014900A Requested Input File Is Invalid ERROR: Import unsuccessful. See SAS Log for details. NOTE: The SAS System stopped processing this step because of errors. NOTE: PROCEDURE IMPORT used (Total process time): real time 0.01 seconds cpu time 0.01 seconds   Thank you for your help Joon1 ... View more