i have a dataset. ticker date            value a        19991231     1 a        20011231     2 a        20031231     3   i have another dataset ticker date a         20030101   i want to find the nearest earlier date from the first dataset and arrive at the following: ticker date             value a         20030101       2   could you provide me of your guidance? thx in advance.   ... View more

hi, i have a set of events with cusip date.   i also have a dataset with CRSP data. cusip and date and stock px.   the issue with my events data is that it does not always fall on a trading day.   how do i flag the next date in the CRSP dataset (IF i do not have the same date match)?   thank you in advance for all the kin dhelp. ... View more

I have a firm-date panel and wanted to generate predict value (beta hat) for s_score at the date level. So far, I have the below and wanted to ask you if you knew how to do this.   proc sort data=b5; by date; run; proc reg data=b5; by date; model mtb = size roa s_score/adjrsq; output out=o1 p=p residual=r; run; quit;     when i do this, i get a p value next to every single firm date obs.   essentially, i want a b to s_score at the date level.   Thank you in advance, ... View more

hi i am running the following regressions. the observations are in daily level.   i want to obtain r-squared for  each company at the year month level.   for the below survey reg, proc survery reg data=c2; by ticker year month; model retrf=mktrf smb hml umd; ods output parameterestimates=r1; run;   i am not sure where to put the r-square command to get the r-square for EACH firm at the YEAR MONTH level.   thank you in advance ... View more

Hi, i wanted to run a ols with 1) industry fixed effects 2) year fixed effects 3) cluster by a) year and then b) company.   is there anyway to do this in sas?   many thx in advance!!! ... View more

hi, i have 9.4 ts1m0 from my machine. is there anyway to upgrade my sas to ts1m3? i m thinking of switching to windows 10.   also, sas says ts1m0 doesnt support windows 10. does it mean it wont work at all?   thank you ... View more

hi i have data with 4 variables:   year, month,company, return   i want to compound the monthly return to annual. so that for each year: (1+january return)*(1+feb return).....*(1+dec return)   does anyone know a smart way to do this?   many thanks!       ... View more