About Dianac

Dianac · ‎05-03-2017

Hi, For the tobit regression (censored regression models), I used Proc quilm. Is it possible to include fixed effects in this procedure? Thanks in advance

Dianac · ‎05-02-2017

Hello, Yes, I do. I have correlations in my data.

Dianac · ‎05-02-2017

Hello, I have dependent variable ==> proportions that go from 0 to 100. Can I use OLS regression? or do I need to use PROC Glimmix procedure? If I have to Glimmix procedure.. could you give me a simple example how to use it with several independent variables? Thank you in advance

Dianac · ‎03-30-2017

Hello Ryan, Thanks for your answer. Yes, I mistyped here the variable high_sensitive but not in the SAS program. In fact, I tried with this code for year fixed effect after reviewing the book Fixed Effects Regression Methods for Longitudinal data with SAS. Proc logistic data=Exam.Alltables Desc; class Year /PARAM=REF ; model disclosure = Year Div_emissions Emissions_trading_num Assets_LN High_sensitive_num EPA_num; STRATA Year; run; However, my concern is about Firm fixed effect. There are around 600 companies for each year (4 years). The results are truly different. All the variables are dropped out. Proc logistic data=Exam.Alltables Desc; class Company_ID /PARAM=REF ; model disclosure = Company_ID Div_emissions Emissions_trading_num Assets_LN High_sensitive_num EPA_num; STRATA Company_ID; run; Please find enclosed sample data

Dianac · ‎03-25-2017

Hello, I have the following code for my logistic regression. However, I need to add industry fixed effects, year fixed effects with dummy variables. Could someone help me with this? I am trying to build a longitudinal data for 4 years. I used strata statement but all the dummy variables are dropped because of redundancy. Is that correct? Some of two dummy variables do not change over time whereas one does. Thank you very much in advance. Proc logistic data=Exam.Alltables plots(only)=(effect oddsratio); Strata Year Hight_sensitive EPA Emissions_trading; class High_sensitive (param= ref ref=' No ') EPA (param=ref ref='No ') Emissions_trading (param=ref ref='No ') ; model disclosure (event= '1 ')= High_sensitive Div_emissions EPA Emissions_trading Assets_LN / selection=backward; run;

Dianac · ‎03-25-2017

Hello, Thanks for your answer. I tried with the statement strata but all the dummy variables are dropped because of redundancy. I am trying to build a longitudinal data for 4 years in order to determine whether companies disclose non financial information in the annual reports. Independent variables: sensitive industris, regulation, etc. Regards,

Dianac · ‎03-24-2017

Hello, I have the following code for my logistic regression. However, I need to add industry fixed effects, year fixed effects with dummy variables. Could someone help me with this? Thank you very much in advance. Proc logistic data=Exam.Alltables plots(only)=(effect oddsratio); class High_sensitive (param= ref ref=' No ') EPA (param=ref ref='No ') Emissions_trading (param=ref ref='No ') ; model disclosure (event= '1 ')= High_sensitive Div_emissions EPA Emissions_trading Assets_LN / selection=backward; run;

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Fixed effects tobit regression

Re: Dependent variable proportions

Dependent variable proportions

Re: Fixed effects dummy variables industry and time

Fixed effects dummy variables industry and time

Re: Industry fixed effects and year fixed effects with dummy variables

Industry fixed effects and year fixed effects with dummy variables