Hi, I am working on a project with over 7000 employer groups during time frame of 2007-2013, and need to run a regression model which has expenditure as dependent variable, both employer group, calendar year and interaction between employer group and year as independent variables, among other independent variables. I need to treat the employer group as a fixed effect. And since each employer group has more than 1 year value, this is repeated measure. So I need to cluster the within group variance. I started with PROC MIXED, but seems SAS is not able to run PROC MIXED with this many dummy varibales? Then I just test SAS' capacity by using PROC GLM, SAS is able to run this many dummies for PROC GLM! however, the PROC GLM does not correct/control the correlation of repeated measures (especially the data is in univariate format, and cannot transform to multivariate format because doing so will lose other independent variables, such as year). Thus, I am back to the choice of basic PROC SURVEYREG which allows cluster statement to control correlation of repeated measures. however, since PROC SURVEYREG does not include class statement, I am facing creating over 7000 dummy variables (already did: employer_group 1 - employer_group 7000) and include them into PROC SURVEYREG. this sounds crazy. I don't know how to easily write 7000 dummy variables into PROC SURVEYREG without having to actually write 7000 variables. Any idea? Thanks!
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