| Date: | Sun, 11 Apr 2010 11:45:45 +1000 |
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| Reply-To: | Thu Phuong Pham <sas1980mm@GMAIL.COM> |
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| Sender: | "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU> |
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| From: | Thu Phuong Pham <sas1980mm@GMAIL.COM> |
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| Subject: | Fixed effect clustering two dimensions (Thompson (2009) ) |
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| Content-Type: | text/plain; charset=ISO-8859-1 |
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Hi
I have a data with 2 dimensions of FIRM (400) and TIME (80 periods). I have
to run a firm-fixed effect and clustering two dimensions FIRM and TIME. I
use Proc SURVEYREG but it reports "out of memory" when applying syntax
"cluster FIRM TIME". For Fixed effect I just used PRoc GLM, Could you please
advise me how to cluster TWO dimensioons if using Proc GLM?
THanks a lot
Z
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