因为数据是unbalanced,用proc panel 总是报错,于是用了proc GLM。这个结果默认是fixed effect的。
proc glm data=&newdata;
class year gics2;
model da = lagta lagroa laglev laggrowth lagage lagloss lagstate lagsh gics2 year /solution;
run;
想看看random effect的情况,于是在proc GLM 后加random option。proc glm data=&newdata;
class year gics2;
model da = lagta lagroa laglev laggrowth lagage lagloss lagstate lagsh gics2 year /solution;
random year gics2 /test;
run;
请问,如何根据输出结果判断应该用FE还是RE呢?谢谢!