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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 classification variables |
CLASS |
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Transfers the data into uncompressed form |
FLATDATA |
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Specifies the cross section and time ID variables |
ID |
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Declares instrumental variables |
INSTRUMENTS |
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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 |
Requests that the procedure produce graphics via the Output Delivery System |
MODEL |
PLOTS= |
Performs tests of linear hypotheses |
TEST |
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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 the 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 the 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 the |
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 |
Controls the check for singularity |
MODEL |
SINGULAR= |
Specifies the method for the variance components estimator |
MODEL |
VCOMP= |
Specifies linear equality restrictions on the parameters |
RESTRICT |
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Specifies the TEST statement |
TEST |
WALD, LM, LR |
matrix for Parks method |
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