Hi, This is my first time posting. I got a request from a journal reviewer to use a two-way clustering fixed effect model. I tried a few methods by searching the SAS community and various documents, but I could not find a clear solution. The dependent variable of my data is "firm insolvency(FI, 1 or 0)". The independent variables are financial variables. The fixed effects are year(YEAR) and industry(IND). The cluster is year(YEAR) and firms(FIRM). I tried the SURVEYLOGISTIC code as follows. PROC SURVEYLOGISTIC DATA = data; CLUSTER YEAR FIRM; CLASS YEAR IND ; MODEL FI(EVENT='1') = SIZE MTB LEV LOSS OCF YEAR IND; RUN; The results are the same whether or not the CLUSTER statement is applied. So I guess I am doing it wrong. Can anyone help me do a two-way clustering in fixed-effect logistic regression? Moreover, "PROC LOGISTIC" results shows "Wald Chi-sqaure". But, "PROC SURVEYLOGISTIC" only shows "t-values". How can I get the "Wald Chi-sqaure" from "PROC SURVEYLOGISTIC"? Also, how does the code change when it is a two-way clustering in fixed-effect OLS regression? Thanks,
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