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
PROC PANEL writes the initial data of the estimated model, predicted values, and residuals to an output data set when the OUTPUT OUT= statement is specified. The OUT= data set contains the following variables:
- _MODELL_
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is a character variable that contains the label for the MODEL statement if a label is specified.
- _METHOD_
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is a character variable that identifies the estimation method.
- _MODLNO_
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is the number of the model estimated.
- _ACTUAL_
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contains the value of the dependent variable.
- _WEIGHT_
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contains the weighing variable.
- _CSID_
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is the value of the cross section ID.
- _TSID_
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is the value of the time period in the dynamic model.
- regressors
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are the values of regressor variables specified in the MODEL statement.
- name
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if PRED= name1 and/or RESIDUAL= name2 options are specified, then name1 and name2 are the columns of predicted values of dependent variable and residuals of the regression, respectively.