I am trying to move existing analysis on SAS to Stata,
The following SAS code is what I hope to rewrite into Stata code:
proc mixed data=dt1 covtest;* CONVH=1e-6;
class gvkey grp year grp_dvrd SIC;
model DV= gvkey(SIC) year var1|grp|var2 var3 var4|grp/s ddfm=sat ;
repeated year / subject=gvkey type=arma(1,1) group=SIC;
I think this should involve XTMIXED on stata, but I'm having trouble replicating the same analysis with "repeated year / subject=gvkey type=arma(1,1) group=SIC;"
Any help understanding the above SAS code or translating it to Stata code would be greatly appreciated!
Thank you so much in advance.
The following SAS code is what I hope to rewrite into Stata code:
proc mixed data=dt1 covtest;* CONVH=1e-6;
class gvkey grp year grp_dvrd SIC;
model DV= gvkey(SIC) year var1|grp|var2 var3 var4|grp/s ddfm=sat ;
repeated year / subject=gvkey type=arma(1,1) group=SIC;
I think this should involve XTMIXED on stata, but I'm having trouble replicating the same analysis with "repeated year / subject=gvkey type=arma(1,1) group=SIC;"
Any help understanding the above SAS code or translating it to Stata code would be greatly appreciated!
Thank you so much in advance.
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