The PANEL Procedure

Sometimes the data can be found in compressed form, where each line consists of all observations for the dependent and independent variables for the cross section. To illustrate, suppose you have a data set with 20 cross sections where each cross section consists of observations for six time periods. Each time period has values for dependent and independent variables … and …. The and variables represent other character and numeric variables that are constant across each cross section.

The observations for first five cross sections along with other variables are shown in Output 20.5.1. In this example, represents the cross section. The time period is identified by the subscript on the and variables; it ranges from 1 to 6.

Since the PANEL procedure cannot work directly with the data in compressed form, the FLATDATA statement can be used to transform the data. The OUT= option can be used to output transformed data to a data set.

proc panel data=flattest;
   flatdata indid=i tsname="t" base=(X Y)
            keep=( cs num seed )  / out=flat_out;
   id i t;
   model y = x / fixone noint;
run;

First, six observations for the uncompressed data set and results for the one-way fixed-effects model fitted are shown in Output 20.5.2 and Output 20.5.3.