The HPPANEL Procedure (Experimental)
- Overview
- Getting Started
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Syntax
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DetailsSpecifying the Input DataSpecifying the Regression ModelSpecifying the Number of Nodes and Number of ThreadsUnbalanced DataOne-Way Fixed-Effects ModelTwo-Way Fixed-Effects ModelBalanced PanelsUnbalanced PanelsOne-Way Random-Effects ModelTwo-Way Random-Effects ModelLinear Hypothesis TestingSpecification TestsOUTPUT OUT= Data SetOUTEST= Data SetPrinted OutputODS Table Names
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Example
- References
The printed output from PROC HPPANEL includes the following:
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the model information, which includes the data source, the dependent variable name, the estimation method used, the execution mode, and for random-effects model analysis, the variance component estimation method.
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the number of observations
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the fit statistics, which include the sum of squared error (SSE), the degree of freedom for error (DFE), the mean square error (MSE), the root mean square error (RMSE), and the R-square
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the error components estimates for random-effects model
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the Hausman test statistics, which include the degree of freedom (DF), the test statistics, and the
-value.
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the regression parameter estimates and analysis, which include for each regressor the name of the regressor, the degrees of freedom, the parameter estimate, the standard error of the estimate, a t statistic for testing whether the estimate is significantly different from 0, and the significance probability of the t statistic
Optionally, PROC HPPANEL prints the following:
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the covariance and correlation of the resulting regression parameter estimates
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the WALD, LR, and LM test statistics for linear equality restrictions that are specified in the TEST statements
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the timing breakdown of the procedure steps