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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.

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Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/ETSz/OS15.19.4 TS1M6
z/OS 64-bit15.19.4 TS1M6
Microsoft® Windows® for x6415.19.4 TS1M6
Microsoft Windows 8 Enterprise 32-bit15.19.4 TS1M6
Microsoft Windows 8 Enterprise x6415.19.4 TS1M6
Microsoft Windows 8 Pro 32-bit15.19.4 TS1M6
Microsoft Windows 8 Pro x6415.19.4 TS1M6
Microsoft Windows 8.1 Enterprise 32-bit15.19.4 TS1M6
Microsoft Windows 8.1 Enterprise x6415.19.4 TS1M6
Microsoft Windows 8.1 Pro 32-bit15.19.4 TS1M6
Microsoft Windows 8.1 Pro x6415.19.4 TS1M6
Microsoft Windows 1015.19.4 TS1M6
Microsoft Windows Server 2012 Datacenter15.19.4 TS1M6
Microsoft Windows Server 2012 R2 Datacenter15.19.4 TS1M6
Microsoft Windows Server 2012 R2 Std15.19.4 TS1M6
Microsoft Windows Server 2012 Std15.19.4 TS1M6
Microsoft Windows Server 201615.19.4 TS1M6
Microsoft Windows Server 201915.19.4 TS1M6
Windows 7 Enterprise 32 bit15.19.4 TS1M6
Windows 7 Enterprise x6415.19.4 TS1M6
Windows 7 Home Premium 32 bit15.19.4 TS1M6
Windows 7 Home Premium x6415.19.4 TS1M6
Windows 7 Professional 32 bit15.19.4 TS1M6
Windows 7 Professional x6415.19.4 TS1M6
Windows 7 Ultimate 32 bit15.19.4 TS1M6
Windows 7 Ultimate x6415.19.4 TS1M6
64-bit Enabled AIX15.19.4 TS1M6
64-bit Enabled Solaris15.19.4 TS1M6
HP-UX IPF15.19.4 TS1M6
Linux for x6415.19.4 TS1M6
Solaris for x6415.19.4 TS1M6
* 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.