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| The PANEL Procedure |
| Functional Summary |
The statements and options used with the PANEL procedure are summarized in the following table.
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|---|---|---|
Description |
Statement |
Option |
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Data Set Options |
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includes correlations in the OUTEST= data set |
PANEL |
CORROUT |
includes covariances in the OUTEST= data set |
PANEL |
COVOUT |
specifies the input data set |
PANEL |
DATA= |
specifies variables to keep but not transform |
FLATDATA |
KEEP= |
specifies the output data set for CLASS STATEMENT |
CLASS |
OUT = |
specifies the output data set |
FLATDATA |
OUT = |
specifies the name of an output SAS data set |
OUTPUT |
OUT= |
writes parameter estimates to an output data set |
PANEL |
OUTEST= |
writes the transformed series to an output data set |
PANEL |
OUTTRANS= |
requests that the procedure produce graphics via the Output Delivery System |
PANEL |
PLOTS= |
Declaring the Role of Variables |
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specifies BY group processing |
BY |
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specifies the cross section and time ID variables |
ID |
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declares instrumental variables |
INSTRUMENTS |
|
Lag Generation |
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specifies output data set for lags |
CLAG |
OUT= |
specifies output data set for lags |
LAG |
OUT= |
specifies output data set for lags |
SLAG |
OUT= |
specifies output data set for lags |
XLAG |
OUT= |
specifies output data set for lags |
ZLAG |
OUT= |
Printing Control Options |
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prints correlations of the estimates |
MODEL |
CORRB |
prints covariances of the estimates |
MODEL |
COVB |
suppresses printed output |
MODEL |
NOPRINT |
performs tests of linear hypotheses |
TEST |
|
Model Estimation Options |
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requests the Breusch-Pagan Test for one-way random effects |
MODEL |
BP |
requests the Breusch-Pagan Test for two-way random effects |
MODEL |
BP2 |
specifies the between groups model |
MODEL |
BTWNG |
specifies the between time periods model |
MODEL |
BTWNT |
specifies Da Silva method |
MODEL |
DASILVA |
specifies the one-way fixed-effects model |
MODEL |
FIXONE |
specifies the one-way fixed-effects model with respect to time |
MODEL |
FIXONETIME |
specifies the two-way fixed-effects model |
MODEL |
FIXTWO |
specifies the Moore-Penrose generalized inverse |
MODEL |
GINV = G4 |
specifies the dynamic panel estimator model |
MODEL |
GMM |
requests the HCCME estimator for the variance covariance matrix |
MODEL |
HCCME= |
specifies order of the moving-average error process for Da Silva method |
MODEL |
M= |
suppresses the intercept term |
MODEL |
NOINT |
specifies the Parks method |
MODEL |
PARKS |
prints |
MODEL |
PHI |
specifies the pooled model |
MODEL |
POOLED |
specifies the one-way random-effects model |
MODEL |
RANONE |
specifies the two-way random-effects model |
MODEL |
RANTWO |
prints autocorrelation coefficients for Parks method |
MODEL |
RHO |
control check for singularity |
MODEL |
SINGULAR= |
specifies the method for the variance components estimator |
MODEL |
VCOMP= |
specifies linear equality restrictions on the parameters |
RESTRICT |
|
matrix for Parks method |
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Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.