Problem Note 65852: The PANEL procedure produces incorrect results when the NOINT and RANONE options are specified and VCOMP=WK
The estimation results are incorrect if you specify the RANONE and NOINT options in the MODEL statement in PROC PANEL and the Wansbeek-Kapteyn variance component estimate method is used. This method is used by default for unbalanced data or when you specify the VCOMP=WK option in the MODEL statement. If you use an OUTPUT statement to save the results to a data set, the output statistics are also incorrect.
There is no circumvention for this problem.
Operating System and Release Information
| SAS System | SAS/ETS | z/OS | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.2 | | 9.2 TS2M2 | |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.2 | | 9.2 TS2M2 | |
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.2 | | 9.2 TS2M2 | |
| Microsoft Windows XP 64-bit Edition | 9.2 | | 9.2 TS2M2 | |
| Microsoft® Windows® for x64 | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Microsoft Windows Server 2003 Datacenter Edition | 9.2 | | 9.2 TS2M2 | |
| Microsoft Windows Server 2003 Enterprise Edition | 9.2 | | 9.2 TS2M2 | |
| Microsoft Windows Server 2003 Standard Edition | 9.2 | | 9.2 TS2M2 | |
| Microsoft Windows Server 2003 for x64 | 9.2 | | 9.2 TS2M2 | |
| Microsoft Windows Server 2008 | 9.2 | | 9.2 TS2M2 | |
| Microsoft Windows Server 2008 R2 | 9.2 | | 9.2 TS2M2 | |
| Microsoft Windows Server 2008 for x64 | 9.2 | | 9.2 TS2M2 | |
| Microsoft Windows XP Professional | 9.2 | | 9.2 TS2M2 | |
| Windows 7 Enterprise 32 bit | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Windows 7 Enterprise x64 | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Windows 7 Home Premium 32 bit | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Windows 7 Home Premium x64 | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Windows 7 Professional 32 bit | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Windows 7 Professional x64 | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Windows 7 Ultimate 32 bit | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Windows 7 Ultimate x64 | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Windows Vista | 9.2 | | 9.2 TS2M2 | |
| Windows Vista for x64 | 9.2 | | 9.2 TS2M2 | |
| 64-bit Enabled AIX | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| 64-bit Enabled HP-UX | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| 64-bit Enabled Solaris | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| HP-UX IPF | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Linux | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Linux for x64 | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| OpenVMS on HP Integrity | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
| Solaris for x64 | 9.2 | 15.2 | 9.2 TS2M2 | 9.4 TS1M7 |
*
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.
The estimation results are incorrect in PROC PANEL when the RANONE and NOINT options are specified in the MODEL statement and the Wansbeek-Kapteyn variance component estimate method is used.
| Type: | Problem Note |
| Priority: | high |
| Topic: | SAS Reference ==> Procedures ==> PANEL
Analytics ==> Econometrics
|
| Date Modified: | 2020-05-13 11:39:07 |
| Date Created: | 2020-04-15 09:54:37 |
