proc surveyreg data=crdsimple; class sic fyear idvc ids loss; model rating = logat roa lev idvc ids loss/ solution; run; data crd2; set crdsimple; rtmade = 16.8313718 -0.9310491*logat-1.0102761*roa+0.7764174*lev-2.4251711*idvc-0.4183952*ids+1.5549358*loss ; run; Hi!   What I am doing here is 1) to get coefficient estimates and 2) use these estimate to obtain dependent variables. Since I used 2 fixed effect(sic and fyear), I may need to reconsider these 2 when calculating dependent variables again.   However, there is no output statement showing fixed effects and wonder how one can obtain dependent variables with fixed effects? Simply, I need intercept so used proc survey instead of proc glm and, so far, I am satisfied with the outcome.  Calculated ratings(rtmade) are fairly similar to real ratings given in general and this makes me think that I need to consider fixed effects!!   Does anyone know how to consider fixed effects? Plus,  I have yearly effects and more... I may need a good and simple coding to put these effects. If not, I should put each year's effect manually, which is not recommended at all. (like this... If year=1999 then rtmade+some number for 1999... and do this multiple times)  ... View more

data credit1; set credit; format datadate year.; rename datadate = year; run; proc sql; create table credtY as select cusip, year, mean(rating) as ratingY from credit1 group by cusip, year; quit;   Hi!    There is no error or warning sign on the above coding... So I think the code itself works but I need sth else to get what I want. I ran the code to get yearly average ratings(ratingY) for each frim of each year.   However, what I get is the same monthly ratings as the previous data file is. I changed YYMMDD date to Year and use the code.    Assuming the reason why I couldn't obtain the desired outcome is 1) many duplicates or 2) Year is not really a year but YYMMDD...  To resolve this issue, I used "nodupkey" to delete duplicates but failed to delete them at all.    I would like to ask how can I can yearly average of each firm when I have seemingly duplicate Years BUT possibly YYMMDD. ... View more

proc sql; create table stock as select cusip,std(price), invertal(Filing_Date-10biz day to Filing_Date+10biz day) as with_in_std from rvol group by cusip, interval(Filing_Date); quit;     Hello!   Yeah... I want to calculate std(price) by setting intervals or ranges. I know the code to calculate std(price) set by id, year, or both and several combinations. This time, I try to calculate std(price) by intervals. However, as long as I know there is no code like interval() so wonder how can I obtain std(price) from a certain date to another certain date(In my case, the are std(price) between both ends of 10 business days away from the filing date). As I have the dates on the first row(trading days only), I think I can tack price variations by these trading days.    So.. the key is... how to connect a filing date to both ends. I am trying to various possible codes now by searching for this community. So far, I have not found and assume there is none similar. (If I find, I will link it.)   If you know some solutions, please share with me!   I appreciate your comments!   ... View more