Fixed Effects Regression Methods for Longitudinal Data Using SAS

2.4. Estimation with PROC GLM for More Than Two Observations Per Person

When each person has three or more measurements on the time-varying variables, it's not obvious how to extend the method of difference scores. One approach is to compute first-difference scores for each pair of adjacent observations, yielding T – 1 observations for each individual. Then the problem is to estimate a single model for the entire set while allowing for correlated errors.^[] Another approach is the dummy variable method, which gives the correct results in this new situation but is computationally intensive. In general, the easiest method is the one that was implemented in the last section using the ABSORB statement in PROC GLM. We now consider that method in greater ...