The TSCSREG Procedure

BY Statement

BY variables ;

A BY statement can be used with PROC TSCSREG to obtain separate analyses on observations in groups defined by the BY variables. When a BY statement appears, the input data set must be sorted by the BY variables as well as by cross section and time period within the BY groups.

When both an ID statement and a BY statement are specified, the input data set must be sorted first with respect to BY variables and then with respect to the cross section and time series ID variables. For example,

   proc sort data=a;
      by byvar1 byvar2 csid tsid;

   proc tscsreg data=a;
      by byvar1 byvar2;
      id csid tsid;

When both a BY statement and an ID statement are used, the data set might have a different number of cross sections or a different number of time periods in each BY group. If no ID statement is used, the CS=N and TS=T options must be specified and each BY group must contain ${\mi {N} \times \mi {T} }$ observations.