Hi Paige, Thanks for your time. If I exclude the ABSORB statement, I don't think I am performing a fixed-effects regression any longer? For instance, taking the example dataset: data persyr3; set my.nlsy; id = _N_; time = 1; anti = anti90; self = self90; pov = pov90; output; time = 2; anti = anti92; self = self92; pov = pov92; output; time = 3; anti = anti94; self = self94; pov = pov94; output; run; from: Paul Allison's Fixed Effects Regression Methods for Longitudinal Data Using SAS pages 20-21, section: 2.4 Estimation with PROC GLM for More Than Two Observations Per Person running the PROC GLM: proc glm data = persyr3; absorb id; class time; model anti = self pov time / solution; run; with and without the ABSORB statement yields different parameter estimates. Hence, if I wish to use the fixed-effects estimates for prediction of new data and regression diagnostic checks, how is this performed? I've attached the base dataset: "nlsy".
... View more