The PANEL Procedure
- Overview
- Getting Started
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Syntax
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DetailsSpecifying the Input DataSpecifying the Regression ModelUnbalanced DataMissing ValuesComputational ResourcesRestricted EstimatesNotationOne-Way Fixed-Effects ModelTwo-Way Fixed-Effects ModelBalanced PanelsUnbalanced PanelsBetween EstimatorsPooled EstimatorOne-Way Random-Effects ModelTwo-Way Random-Effects ModelParks Method (Autoregressive Model)Da Silva Method (Variance-Component Moving Average Model)Dynamic Panel EstimatorLinear Hypothesis TestingHeteroscedasticity-Corrected Covariance MatricesHeteroscedasticity- and Autocorrelation-Consistent Covariance MatricesR-SquareSpecification TestsPanel Data Poolability TestPanel Data Unit Root TestsTroubleshootingCreating ODS GraphicsOUTPUT OUT= Data SetOUTEST= Data SetOUTTRANS= Data SetPrinted OutputODS Table Names
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Example
- References
The following statements are used with the PANEL procedure.
PROC PANEL
options ;
BY
variables ;
CLASS
options ;
FLATDATA
options ;
ID
cross-section-id time-series-id ;
INSTRUMENTS
options ;
LAG
options ;
MODEL
dependent = regressors < / options > ;
RESTRICT
equation1 <,equation2…> ;
TEST
equation1 <,equation2…> ;