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
| The OUTTRANS= Data Set |
PROC PANEL writes the transformed series to an output data set. That is, if the user selects FIXONE, FIXONETIME, or RANONE and supplies the OUTTRANS = option, the transformed dependent variable and independent variables are written out to a SAS data set; other variables in the input data set are copied unchanged.
Say that your data set contains variables y, x1, x2, x3, and z2. The following statements result in a SAS data set:
proc panel data=datain outtrans=dataout;
id cs ts;
model y = x1 x2 x3 / fixone;
run;
First, z2 is copied over. Then _Int, x1, x2, y, and x3, are replaced with their mean deviates (from cross sections). Furthermore, two new variables are created.
- _MODELL_
is the model’s label (if it exists).
- _METHOD_
is the model’s transformation type. In the FIXONE case, this is _FIXONE_ or _FIXONETIME_. If the model RANONE model is selected, the _METHOD_ variable is either _Ran1FB_, _Ran1WK_, _Ran1WH_, or _Ran1NL_, depending on the variance component estimators chosen.