Problem Note 58234: The OUT= data set in PROC PANEL might contain incorrect predicted and residual values
If a cross section in PROC PANEL has complete data for the independent variables in a time period and a missing response, incorrect values are saved to the data set generated by the OUTPUT statement. Observations with complete data for the regressors should have a value for the PREDICTED= variable, but they contain a missing value instead. The corresponding observation for the RESIDUAL= variable contains an incorrect value.
Note that PROC PANEL does not provide the functionality to compute predicted values if all of the cross sections contain a missing response for a time period.
There is no circumvention for this problem.
Operating System and Release Information
| SAS System | SAS/ETS | HP-UX IPF | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows 8 Enterprise 32-bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft® Windows® for x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Solaris for x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Linux for x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| 64-bit Enabled Solaris | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Windows 7 Ultimate x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Windows 7 Ultimate 32 bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Windows 7 Professional x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Windows 7 Professional 32 bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Windows 7 Home Premium x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Windows 7 Home Premium 32 bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Windows 7 Enterprise 32 bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows Server 2012 Std | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows Server 2012 R2 Std | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows Server 2012 R2 Datacenter | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows Server 2012 Datacenter | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows Server 2008 for x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows Server 2008 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows 8.1 Enterprise x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows 8 Pro 32-bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows 8 Enterprise x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| z/OS | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| 64-bit Enabled AIX | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Windows 7 Enterprise x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows Server 2008 R2 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows 10 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows 8.1 Pro x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows 8.1 Pro 32-bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows 8.1 Enterprise 32-bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Microsoft Windows 8 Pro x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
In the OUT= output data set from PROC PANEL, certain predicted and residual values might be incorrect.
| Type: | Problem Note |
| Priority: | high |
| Topic: | SAS Reference ==> Procedures ==> PANEL
Analytics ==> Econometrics
|
| Date Modified: | 2018-01-11 11:26:21 |
| Date Created: | 2016-05-18 16:29:53 |
