what about this ... View more

here is the result  and this is stata 's result y |     Coef.            Std. Err.            t         P>|t|             [95% Conf. Interval] -------------+---------------------------------------------------------------- x1 |   0.0498584    0.0502977       0.99        0.322            -.0488068 .1485237 x3 |   0.0241822    0.0540281        0.45          0.655           -.0818006 .1301651 ... View more

here is the sample data ... View more

but i still have a problem when regressing y on x1 and x3 with fixed effect ID AND date, why the result is null: proc glm data=test ; absorb id date; model y=x1 x3/ solution int; quit;run; the data is uploading... ... View more

thanks i find this code helps ods output ParameterEstimates=test1; ... View more

The format of X and Y are both numeric ... View more

well i got it i find my computer allows this large dataset after merging 1 and 2, i just need to solve how to execute the macro grouped by id1-id2 ... View more

sorry i don't give the complete K1+K2+K3 data, so there is no answer, but just regress y on x can got it, in other words, i don't really care beta, i just want to use all the y and x values which can be used for id1=A and id2=M, because i have a macro to help me regressing ... View more

by the way i have a macro when regressing, specifically, when we determine the whole data used for regression for ID1= A and ID2 =M, we can simply use %fn (variable1=Y, variable2=X) and output a dataset with coefficients of X, standard deviation, etc. What we need to do further is to label this dataset as AM, and assign a new tag such as BM and AN when new dataset is output later. Finally, we merge to get the final result. ... View more

It is best not to merge like proc SQL Create because there are too many observations for datasets 1 and 2，like dataset1 can be as large as 1 million ... View more

thanks this works well, but one question is I have so many observations, if I merge and regress for each block, the sample can be huger than the sky ,so it's better to use a loop to handle this problem ... View more

Sorry the beta should be -6.349044 (with stderr= 0.179827 ) of industry A in 2009/12/31 using the observation 3-22 (in 2007/1/1 to 2009/12/31); but anyhow, i want to execute a macro, say %regfun(dependent= independent= ) for each industry and date, how to insert it？ ... View more