Hello there. I want to estimate a fixed effect model by using PROC GLM on an unbalanced data set. I have two questions. My first question is, if I am even allowed to use the ABSORB statement with an unbalanced data set? My second question. I have an unbalanced panel data set, but my dependent variable theoretically should be constant over time, but not across age. Therefor my question is, if the PROC GLM statement is valid to use, if I do not include a time-variable in my model specification? I mean to ask, does SAS know that I'm regressing on panel data? This is my code: PROC GLM DATA=PANEL_FE;
ABSORB ID;
CLASS AGE;
MODEL OPSPARING=DISP_IND DISP_IND_SQ AGE /SOLUTION;
RUN; Other commands than PROC GLM will not run because of insufficent memory, and I can't increase the memory footprint on the external computer I am using. Your help is much appreciated.
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