The TSCSREG Procedure

In the case of fixed-effects and random-effects models, the TSCSREG procedure is capable of processing data with different numbers of time series observations across different cross sections. You must specify the ID statement to estimate models that use unbalanced data. The missing time series observations are recognized by the absence of time series ID variable values in some of the cross sections in the input data set. Moreover, if an observation with a particular time series ID value and cross-sectional ID value is present in the input data set, but one or more of the model variables are missing, that time series point is treated as missing for that cross section.