The TSCSREG Procedure

Functional Summary

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 ${\Phi }$ 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=