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The PANEL Procedure

Overview
Getting Started
Syntax
Functional Summary PROC PANEL Statement BY Statement CLASS Statement FLATDATA Statement ID Statement INSTRUMENTS Statement LAG, ZLAG, XLAG, SLAG, or CLAG Statement MODEL Statement OUTPUT Statement RESTRICT Statement TEST Statement
Details
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
Example
Analyzing Demand for Liquid Assets The Airline Cost Data: Fixtwo Model ODS Graphics Plots The Airline Cost Data: Further Analysis The Airline Cost Data: Random-Effects Models Using the FLATDATA Statement The Cigarette Sales Data: Dynamic Panel Estimation with GMM
References

Example: PANEL Procedure

Subsections:

20.1 Analyzing Demand for Liquid Assets
20.2 The Airline Cost Data: Fixtwo Model
ODS Graphics Plots
20.3 The Airline Cost Data: Further Analysis
20.4 The Airline Cost Data: Random-Effects Models
20.5 Using the FLATDATA Statement
20.6 The Cigarette Sales Data: Dynamic Panel Estimation with GMM

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