The HPPANEL Procedure
- Overview
- Getting Started
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Syntax
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DetailsSpecifying the Input DataSpecifying the Regression ModelSpecifying the Number of Nodes and Number of ThreadsUnbalanced DataOne-Way Fixed-Effects ModelTwo-Way Fixed-Effects ModelBalanced PanelsUnbalanced PanelsOne-Way Random-Effects ModelTwo-Way Random-Effects ModelBetween EstimatorsPooled EstimatorLinear Hypothesis TestingSpecification TestsOUTPUT OUT= Data SetOUTEST= Data SetPrinted OutputODS Table Names
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Example
- References
Between Estimators
The between-groups estimator is the regression of the cross section means of 
on the cross section means of 
. In other words, you fit the following regression:
![\[ \bar{\mi{y}}_\mi {i \cdot } = \bar{\mi{\mb{x}}}_\mi {i \cdot }{\beta }^{BG} + \eta _\mi {i} \]](images/etshpug_hppanel0126.png)
The between-time-periods estimator is the regression of the time means of 
on the time means of . In other words, you fit the following regression:
![\[ \bar{\mi{y}}_\mi {\cdot t} = \bar{\mi{\mb{x}}}_\mi {\cdot t}{\beta }^{BT} + \zeta _\mi {t} \]](images/etshpug_hppanel0128.png)
In both cases, the error is assumed to be normally distributed with mean zero and a constant variance.