The PANEL Procedure

Example 20.5 Using the FLATDATA Statement

Sometimes the data can be found in compressed form, where each line consists of all observations for the dependent and independent variables for the cross section. To illustrate, suppose you have a data set with 20 cross sections where each cross section consists of observations for six time periods. Each time period has values for dependent and independent variables $Y_1$ … $Y_6$ and $X_1$ … $X_6$ . The $cs$ and $num$ variables represent other character and numeric variables that are constant across each cross section.

The observations for first five cross sections along with other variables are shown in Output 20.5.1. In this example, $i$ represents the cross section. The time period is identified by the subscript on the $Y$ and $X$ variables; it ranges from 1 to 6.

Output 20.5.1: Compressed Data Set

Obs	i	cs	num	X_1	X_2	X_3	X_4	X_5	X_6	Y_1	Y_2	Y_3	Y_4	Y_5	Y_6
1	1	CS1	-1.56058	0.40268	0.91951	0.69482	-2.28899	-1.32762	1.92348	2.30418	2.11850	2.66009	-4.94104	-0.83053	5.01359
2	2	CS2	0.30989	1.01950	-0.04699	-0.96695	-1.08345	-0.05180	0.30266	4.50982	3.73887	1.44984	-1.02996	2.78260	1.73856
3	3	CS3	0.85054	0.60325	0.71154	0.66168	-0.66823	-1.87550	0.55065	4.07276	4.89621	3.90470	1.03437	0.54598	5.01460
4	4	CS4	-0.18885	-0.64946	-1.23355	0.04554	-0.24996	0.09685	-0.92771	2.40304	1.48182	2.70579	3.82672	4.01117	1.97639
5	5	CS5	-0.04761	-0.79692	0.63445	-2.23539	-0.37629	-0.82212	-0.70566	3.58092	6.08917	3.08249	4.26605	3.65452	0.81826

Since the PANEL procedure cannot work directly with the data in compressed form, the FLATDATA statement can be used to transform the data. The OUT= option can be used to output transformed data to a data set.

proc panel data=flattest;
   flatdata indid=i tsname="t" base=(X Y)
            keep=( cs num seed )  / out=flat_out;
   id i t;
   model y = x / fixone noint;
run;

First, six observations for the uncompressed data set and results for the one-way fixed-effects model fitted are shown in Output 20.5.2 and Output 20.5.3.

Output 20.5.2: Uncompressed Data Set

Obs	I	t	X	Y	CS	NUM
1	1	1	0.40268	2.30418	CS1	-1.56058
2	1	2	0.91951	2.11850	CS1	-1.56058
3	1	3	0.69482	2.66009	CS1	-1.56058
4	1	4	-2.28899	-4.94104	CS1	-1.56058
5	1	5	-1.32762	-0.83053	CS1	-1.56058
6	1	6	1.92348	5.01359	CS1	-1.56058

Output 20.5.3: Estimation with the FLATDATA Statement

The PANEL Procedure

Fixed One Way Estimates

Dependent Variable: Y

Parameter Estimates
Variable	DF	Estimate	Standard Error	t Value	Pr > \|t\|	Label
X	1	2.010753	0.1217	16.52	<.0001