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 PanelsFirst-Differenced Methods for One-Way and Two-Way ModelsBetween 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 Cross-Sectional Dependence TestPanel Data Unit Root TestsLagrange Multiplier (LM) Tests for Cross-Sectional and Time EffectsTests for Serial Correlation and Cross-Sectional EffectsTroubleshootingCreating ODS GraphicsOUTPUT OUT= Data SetOUTEST= Data SetOUTTRANS= Data SetPrinted OutputODS Table Names
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Example
- References
Subsections:
- Specifying the Input Data
- Specifying the Regression Model
- Unbalanced Data
- Missing Values
- Computational Resources
- Restricted Estimates
- Notation
- One-Way Fixed-Effects Model
- Two-Way Fixed-Effects Model
- Balanced Panels
- Unbalanced Panels
- First-Differenced Methods for One-Way and Two-Way Models
- Between Estimators
- Pooled Estimator
- One-Way Random-Effects Model
- Two-Way Random-Effects Model
- Parks Method (Autoregressive Model)
- Da Silva Method (Variance-Component Moving Average Model)
- Dynamic Panel Estimator
- Linear Hypothesis Testing
- Heteroscedasticity-Corrected Covariance Matrices
- Heteroscedasticity- and Autocorrelation-Consistent Covariance Matrices
- R-Square
- Specification Tests
- Panel Data Poolability Test
- Panel Data Cross-Sectional Dependence Test
- Panel Data Unit Root Tests
- Lagrange Multiplier (LM) Tests for Cross-Sectional and Time Effects
- Tests for Serial Correlation and Cross-Sectional Effects
- Troubleshooting
- Creating ODS Graphics
- OUTPUT OUT= Data Set
- OUTEST= Data Set
- OUTTRANS= Data Set
- Printed Output
- ODS Table Names