Fixed Effects Regression Methods for Longitudinal Data Using SAS

2.8. Summary

Fixed effects linear models for quantitative response variables can be estimated in several different but equivalent ways:

1. If there are exactly two observations per individual, compute difference scores for all variables and then apply OLS regression to the difference scores.

2. Organize the data so that there is one record for each occasion for each individual. Do OLS with dummy variables for all individuals (less one).

3. For the data structure in method 2, express all variables as deviations from individual-level means. Then do OLS on the deviation scores, with corrections for standard errors, test statistics, and p-values. This is conveniently done in PROC GLM using the ABSORB statement.

4. For the data structure in method 2, express only ...