I'm an analyst who is pretty well versed at SAS programming, but not so much at statistical data manipulation. I have stock information on various firms, each assigned to a different industry, and am trying to do a proc anova on these returns by industry. I have made dummy variables for each industry, i.e. ind_1 - ind_7 etc., with 0 or 1 flag for each firm belonging to the appropriate industry. I don't even know how to begin to set this up... how exactly do I appropriately use these dummy variables in a proc anova?
Any help would be much appreciated-- online tutorials and the little book of sas don't seem to be giving me the information that I need.
Thanks so much!!
~Hanna