Problem Note 63995: PROC PANEL might produce incorrect CDTEST results for unbalanced panel data
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If you have unbalanced panel data in PROC PANEL and you specify the CDTEST option in the MODEL statement, the cross-sectional dependence tests might be incorrect. Unbalanced data occurs when there are different numbers of time points for different cross sections. If time is not part of the estimation, unbalanced data occurs when the cross sections are not all the same size.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/ETS | z/OS | 15.1 | 9.4 TS1M6 | ||
| z/OS 64-bit | 15.1 | 9.4 TS1M6 | ||||
| Microsoft® Windows® for x64 | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows 8 Enterprise 32-bit | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows 8 Enterprise x64 | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows 8 Pro 32-bit | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows 8 Pro x64 | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows 8.1 Enterprise 32-bit | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows 8.1 Enterprise x64 | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows 8.1 Pro 32-bit | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows 8.1 Pro x64 | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows 10 | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows Server 2012 Datacenter | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows Server 2012 R2 Datacenter | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows Server 2012 R2 Std | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows Server 2012 Std | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows Server 2016 | 15.1 | 9.4 TS1M6 | ||||
| Microsoft Windows Server 2019 | 15.1 | 9.4 TS1M6 | ||||
| Windows 7 Enterprise 32 bit | 15.1 | 9.4 TS1M6 | ||||
| Windows 7 Enterprise x64 | 15.1 | 9.4 TS1M6 | ||||
| Windows 7 Home Premium 32 bit | 15.1 | 9.4 TS1M6 | ||||
| Windows 7 Home Premium x64 | 15.1 | 9.4 TS1M6 | ||||
| Windows 7 Professional 32 bit | 15.1 | 9.4 TS1M6 | ||||
| Windows 7 Professional x64 | 15.1 | 9.4 TS1M6 | ||||
| Windows 7 Ultimate 32 bit | 15.1 | 9.4 TS1M6 | ||||
| Windows 7 Ultimate x64 | 15.1 | 9.4 TS1M6 | ||||
| 64-bit Enabled AIX | 15.1 | 9.4 TS1M6 | ||||
| 64-bit Enabled Solaris | 15.1 | 9.4 TS1M6 | ||||
| HP-UX IPF | 15.1 | 9.4 TS1M6 | ||||
| Linux for x64 | 15.1 | 9.4 TS1M6 | ||||
| Solaris for x64 | 15.1 | 9.4 TS1M6 | ||||
A fix for this issue for SAS Threaded Kernel Extensions for Econometric Time Series 15.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/F1H.html#63995A fix for this issue for SAS Threaded Kernel Extensions for Econometric Time Series 14.3 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/C6F.html#63995A fix for this issue for SAS Threaded Kernel Extensions for Econometric Time Series 14.2 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/C5Q.html#63995A fix for this issue for SAS Threaded Kernel Extensions for Econometric Time Series 14.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/V29.html#63995| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Time Series Analysis SAS Reference ==> Procedures ==> PANEL |
| Date Modified: | 2019-05-20 13:13:20 |
| Date Created: | 2019-04-05 15:57:10 |