The PANEL Procedure
- Overview
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Getting Started
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Syntax
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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
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Examples
- References
| Pooled Estimator |
PROC PANEL allows you to pool time series cross-sectional data and run regressions on the data. Pooling is admissible if there are no fixed effects or random effects present in the data. This feature is included to aid in analysis and comparison across model types and to give you access to HCCME standard errors and other panel diagnostics. In general, this model type should not be used with time series cross-sectional data.