The PANEL Procedure

Example 20.5 Using the FLATDATA Statement

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 $Y_1$ …$Y_6$ and $X_1$ …$X_6$. The $cs$ and $num$ 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, i represents the cross section. The time period is identified by the subscript on the $Y$ and X variables; it ranges from 1 to 6.

Output 20.5.1: Compressed Data Set

'

Obs i cs num X_1 X_2 X_3 X_4 X_5 X_6 Y_1 Y_2 Y_3 Y_4 Y_5 Y_6
1 1 CS1 -1.56058 0.40268 0.91951 0.69482 -2.28899 -1.32762 1.92348 2.30418 2.11850 2.66009 -4.94104 -0.83053 5.01359
2 2 CS2 0.30989 1.01950 -0.04699 -0.96695 -1.08345 -0.05180 0.30266 4.50982 3.73887 1.44984 -1.02996 2.78260 1.73856
3 3 CS3 0.85054 0.60325 0.71154 0.66168 -0.66823 -1.87550 0.55065 4.07276 4.89621 3.90470 1.03437 0.54598 5.01460
4 4 CS4 -0.18885 -0.64946 -1.23355 0.04554 -0.24996 0.09685 -0.92771 2.40304 1.48182 2.70579 3.82672 4.01117 1.97639
5 5 CS5 -0.04761 -0.79692 0.63445 -2.23539 -0.37629 -0.82212 -0.70566 3.58092 6.08917 3.08249 4.26605 3.65452 0.81826 




            

            


            
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. 
            

            
  

            


Output 20.5.2: Uncompressed Data Set

               

                  

                     
                     

                        
                        
                        

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Obs
                                       
                                       I
                                       
                                       t
                                       
                                       X
                                       
                                       Y
                                       
                                       CS
                                       
                                       NUM
                                       
                                    




1
                                       
                                       1
                                       
                                       1
                                       
                                       0.40268
                                       
                                       2.30418
                                       
                                       CS1
                                       
                                       -1.56058
                                       
                                    



2
                                       
                                       1
                                       
                                       2
                                       
                                       0.91951
                                       
                                       2.11850
                                       
                                       CS1
                                       
                                       -1.56058
                                       
                                    



3
                                       
                                       1
                                       
                                       3
                                       
                                       0.69482
                                       
                                       2.66009
                                       
                                       CS1
                                       
                                       -1.56058
                                       
                                    



4
                                       
                                       1
                                       
                                       4
                                       
                                       -2.28899
                                       
                                       -4.94104
                                       
                                       CS1
                                       
                                       -1.56058
                                       
                                    



5
                                       
                                       1
                                       
                                       5
                                       
                                       -1.32762
                                       
                                       -0.83053
                                       
                                       CS1
                                       
                                       -1.56058
                                       
                                    



6
                                       
                                       1
                                       
                                       6
                                       
                                       1.92348
                                       
                                       5.01359
                                       
                                       CS1
                                       
                                       -1.56058
                                       
                                    






                           
                        

                        



                     
                     
                  





            

            


            
  

            


Output 20.5.3: Estimation with the FLATDATA Statement

               

                  

                     
                     

                        
                        
                        

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The PANEL Procedure

                        
                        
Fixed One Way Estimates

                        
                        
 

                        
                        
Dependent Variable: Y 

                        
                        

                        
                        

                           
                           

                              
                              













Parameter Estimates
                                       
                                    



Variable
                                       
                                       DF
                                       
                                       Estimate
                                       
                                       Standard
Error
                                       		
                                       
                                       t Value
                                       
                                       Pr > |t|
                                       
                                       Label
                                       
                                    




X
                                       
                                       1
                                       
                                       2.010753
                                       
                                       0.1217
                                       
                                       16.52
                                       
                                       <.0001