The statements and options used with the TSCSREG procedure are summarized in the following table.
Table 33.1: Functional Summary
Description |
Statement |
Option |
---|---|---|
Data Set Options |
||
specify the input data set |
TSCSREG |
DATA= |
write parameter estimates to an output data set |
TSCSREG |
OUTEST= |
include correlations in the OUTEST= data set |
TSCSREG |
CORROUT |
include covariances in the OUTEST= data set |
TSCSREG |
COVOUT |
specify number of time series observations |
TSCSREG |
TS= |
specify number of cross sections |
TSCSREG |
CS= |
Declaring the Role of Variables |
||
specify BY-group processing |
BY |
|
specify the cross section and time ID variables |
ID |
|
Printing Control Options |
||
print correlations of the estimates |
MODEL |
CORRB |
print covariances of the estimates |
MODEL |
COVB |
suppress printed output |
MODEL |
NOPRINT |
perform tests of linear hypotheses |
TEST |
|
Model Estimation Options |
||
specify the one-way fixed-effects model |
MODEL |
FIXONE |
specify the two-way fixed-effects model |
MODEL |
FIXTWO |
specify the one-way random-effects model |
MODEL |
RANONE |
specify the two-way random-effects model |
MODEL |
RANTWO |
specify Fuller-Battese method |
MODEL |
FULLER |
specify PARKS |
MODEL |
PARKS |
specify Da Silva method |
MODEL |
DASILVA |
specify order of the moving-average error process for Da Silva method |
MODEL |
M= |
print matrix for Parks method |
MODEL |
PHI |
print autocorrelation coefficients for Parks method |
MODEL |
RHO |
suppress the intercept term |
MODEL |
NOINT |
control check for singularity |
MODEL |
SINGULAR= |