The PANEL Procedure

ODS Table Names

PROC PANEL assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 27.7.

Table 27.7: ODS Tables Produced in PROC PANEL

ODS Table Name

Description

Option

ODS Tables Created by the MODEL Statement

ModelDescription

Model description

Default

FitStatistics

Fit statistics

Default

FixedEffectsTest

F test for no fixed effects

FIXONE,FIXTWO, FIXONETIME

ParameterEstimates

Parameter estimates

Default

CovB

Covariances of parameter estimates

COVB

CorrB

Correlations of parameter estimates

CORRB

VarianceComponents

Variance component estimates

RANONE, RANTWO, DASILVA

RandomEffectsTest

Hausman test for random effects

RANONE, RANTWO

HausmanTest

Hausman specification test

HTAYLOR, AMACURDY

AR1Estimates

First-order autoregressive parameter estimates

RHO(PARKS)

BFNTest

R$_{\rho }$ statistic for serial correlation

BFN

BL91Test

Baltagi and Li joint LM test

BL91

BL95Test

Baltagi and Li (1995) LM test

BL95

BreuschPaganTest

Breusch-Pagan one-way test

BP

BreuschPaganTest2

Breusch-Pagan two-way test

BP2

BSYTest

Bera, Sosa Escudero, and Yoon modified RS test

BSY

BWTest

Berenblut-Webb statistic for serial correlation

BW

DWTest

Durbin-Watson statistic for serial correlation

DW

GHMTest

Gourieroux, Holly, and Monfort two-way test

GHM

HondaTest

Honda one-way test

HONDA

HondaTest2

Honda two-way test

HONDA2

KingWuTest

King and Wu two-way test

KW

WOOLDTest

Wooldridge (2002) test for unobserved effects

WOOLDRIDGE02

CDTestResults

Cross-sectional dependence test

CDTEST

CDpTestResults

Local cross-sectional dependence test

CDTEST

Sargan

Sargan’s test for overidentification

GMM1, GMM2, ITGMM

ARTest

Autoregression test for the residuals

GMM1, GMM2, ITGMM

IterHist

Iteration history

ITPRINT(ITGMM)

ConvergenceStatus

Convergence status of iterated GMM estimator

ITGMM

EstimatedPhiMatrix

Estimated phi matrix

PARKS

EstimatedAutocovariances

Estimates of autocovariances

DASILVA

LLCResults

LLC panel unit root test

UROOTTEST

IPSResults

IPS panel unit root test

UROOTTEST

CTResults

Combination test for panel unit root

UROOTTEST

HadriResults

Hadri panel stationarity test

UROOTTEST

HTResults

Harris and Tzavalis panel unit root test

UROOTTEST

BRResults

Breitung panel unit root test

UROOTTEST

URootdetail

Panel unit root test intermediate results

UROOTTEST

PTestResults

Poolability test for panel data

POOLTEST

ODS Tables Created by the COMPARE Statement

StatComparisonTable

Comparison of model fit statistics

 

ParameterComparisonTable

Comparison of model parameter estimates, standard errors, and t tests

 

ODS Tables Created by the TEST Statement

TestResults

Test results