The PANEL Procedure
- Overview
-
Getting Started
-
Syntax
-
Details
Missing Values Computational Resources Restricted Estimates Notation The One-Way Fixed-Effects Model The Two-Way Fixed-Effects Model Balanced Panels Unbalanced Panels Between Estimators Pooled Estimator The One-Way Random-Effects Model The Two-Way Random-Effects Model Parks Method (Autoregressive Model) Da Silva Method (Variance-Component Moving Average Model) Dynamic Panel Estimator Linear Hypothesis Testing Heteroscedasticity-Corrected Covariance Matrices R Square Specification Tests Troubleshooting ODS Graphics The OUTPUT OUT= Data Set The OUTEST= Data Set The OUTTRANS= Data Set Printed Output ODS Table Names
-
Examples
- References
| Between Estimators |
The between groups estimator is the regression of the cross section means of 
on the cross section means of 
. In other words, you fit the following regression:
 |
The between time periods estimator is the regression of the time means of 
on the time means of . In other words, you fit the following regression:
 |
In either case, the error is assumed to be normally distributed with mean zero and a constant variance.