ID cross-section-id time-series-id ;

The ID statement is used to specify variables in the input data set that identify the cross section and time period for each observation.

When an ID statement is used, the PANEL procedure verifies that the input data set is sorted by the cross section ID variable and by the time series ID variable within each cross section. The PANEL procedure also verifies that the time series ID values are the same for all cross sections.

To make sure the input data set is correctly sorted, use PROC SORT to sort the input data set with a BY statement with the variables listed exactly as they are listed in the ID statement, as shown in the following statements:

   proc sort data=a;
      by csid tsid;
   run;

   proc panel data=a;
      id csid tsid;
      ... etc. ...
   run;