The PANEL Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesComputational ResourcesRestricted EstimatesNotationOne-Way Fixed-Effects ModelTwo-Way Fixed-Effects ModelBalanced PanelsUnbalanced PanelsBetween EstimatorsPooled EstimatorOne-Way Random-Effects ModelTwo-Way Random-Effects ModelParks Method (Autoregressive Model)Da Silva Method (Variance-Component Moving Average Model)Dynamic Panel EstimatorLinear Hypothesis TestingHeteroscedasticity-Corrected Covariance MatricesHeteroscedasticity- and Autocorrelation-Consistent Covariance MatricesR SquareSpecification TestsPanel Data Poolability TestPanel Data Unit Root TestsTroubleshootingCreating ODS GraphicsOUTPUT OUT= Data SetOUTEST= Data SetOUTTRANS= Data SetPrinted OutputODS Table Names
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Example
- References
Two-Way Fixed-Effects Model
The specification for the two-way fixed-effects model is
![\[ u_{it}={\gamma }_{i}+{\alpha }_{t} + {\epsilon }_{it} \]](images/etsug_panel0099.png){kind=small} |
where the 
s and 
s are nonrandom parameters to be estimated.
If you do not specify the NOINT option, which suppresses the intercept, the estimates for the fixed effects are reported under
the restriction that 
and 
. If you specify the NOINT option to suppress the intercept, only the restriction is imposed.