The HPPANEL Procedure (Experimental)

OUTEST= Data Set

PROC HPPANEL writes the parameter estimates to an output data set when the OUTEST= option is specified in the PROC HPPANEL statement. The OUTEST= data set contains the following variables in the PROC statement:

_METHOD_

is a character variable that identifies the estimation method.

_TYPE_

is a character variable that identifies the type of observation. Values of the _TYPE_ variable are CORRB, COVB, CSPARMS, STD, and the type of model estimated. The CORRB observation contains correlations of the parameter estimates; the COVB observation contains covariances of the parameter estimates; the STD observation indicates the row of standard deviations of the corresponding coefficients; and the type of model estimated observation contains the parameter estimates.

_NAME_

is a character variable that contains the name of a regressor variable for COVB and CORRB observations and is left blank for other observations. The _NAME_ variable is used in conjunction with the _TYPE_ values COVB and CORRB to identify rows of the correlation or covariance matrix.

_DEPVAR_

is a character variable that contains the name of the response variable.

_MSE_

is the mean square error of the transformed model.

_VARCS_

is the variance component estimate due to cross sections. The _VARCS_ variable is included in the OUTEST= data set when the RANONE option is specified in the MODEL or PROC HPPANEL statement.

_VARTS_

is the variance component estimate due to time series. The _VARTS_ variable is included in the OUTEST= data set when the RANTWO option is specified in the MODEL or PROC HPPANEL statement.

_VARERR_

is the variance component estimate due to error. The _VARERR_ variable is included in the OUTEST= data set when the RANONE or RANTWO option is specified in the MODEL or PROC HPPANEL statement.

Intercept

is the intercept parameter estimate. (The intercept is missing for models when the NOINT option is specified in the MODEL statement.)

Regressors

are the regressor variables that are specified in the MODEL statement. The regressor variables in the OUTEST= data set contain the corresponding parameter estimates, and the corresponding covariance or correlation matrix elements for _TYPE_=COVB and _TYPE_=CORRB observations.