The PANEL Procedure
- Overview
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Getting Started
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Syntax
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Details
Missing Values Computational Resources Restricted Estimates Notation The One-Way Fixed-Effects Model The Two-Way Fixed-Effects Model Balanced Panels Unbalanced Panels Between Estimators Pooled Estimator The One-Way Random-Effects Model The Two-Way Random-Effects Model Parks Method (Autoregressive Model) Da Silva Method (Variance-Component Moving Average Model) Dynamic Panel Estimator Linear Hypothesis Testing Heteroscedasticity-Corrected Covariance Matrices R Square Specification Tests Troubleshooting ODS Graphics The OUTPUT OUT= Data Set The OUTEST= Data Set The OUTTRANS= Data Set Printed Output ODS Table Names
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Examples
- References
| PROC PANEL Statement |
The following options can be specified on the PROC PANEL statement.
- DATA=SAS-data-set
names the input data set. The input data set must be sorted by cross section and by time period within cross section. If you omit the DATA= option, the most recently created SAS data set is used.
- OUTEST=SAS-data-set
names an output data set to contain the parameter estimates. When the OUTEST= option is not specified, the OUTEST= data set is not created. See the section The OUTEST= Data Set for details about the structure of the OUTEST= data set.
- OUTTRANS=SAS-data-set
names an output data set to contain the transformed series for further analysis and computation of models with time observations greater than two. See the section The OUTTRANS= Data Set for details about the structure of the OUTTRANS= data set.
- OUTCOV
- COVOUT
writes the standard errors and covariance matrix of the parameter estimates to the OUTEST= data set. See the section The OUTEST= Data Set for details.
- OUTCORR
- CORROUT
writes the correlation matrix of the parameter estimates to the OUTEST= data set. See the section The OUTEST= Data Set for details.
- PLOTS < (global-plot-options < (NCROSS=value) > ) > < = (specific-plot-options) >
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selects plots to be produced via the Output Delivery System. For general information about ODS Graphics, see Chapter 21, Statistical Graphics Using ODS (SAS/STAT User's Guide). The global-plot-options apply to all relevant plots generated by the PANEL procedure.
Global Plot Options
The following global-plot-options are supported:
- ONLY
suppresses the default plots. Only the plots specifically requested are produced.
- UNPACKPANEL | UNPACK
breaks a graphic that is otherwise paneled into individual component plots.
- NCROSS=value
specifies the number of cross sections to be combined into one time series plot.
Specific Plot Options
The following specific-plot-options are supported:
- ACTSURFACE
produces a surface plot of actual values.
- ALL
produces all appropriate plots.
- FITPLOT
plots the predicted and actual values.
- NONE
suppresses all plots.
- PREDSURFACE
produces a surface plot of predicted values.
produces a QQ plot of residuals.
- RESIDSTACK | RESSTACK
produces a stacked plot of residuals.
- RESIDSURFACE
produces a surface plot of residual values.
- RESIDUAL | RES
plots the residuals.
- RESIDUALHISTOGRAM | RESIDHISTOGRAM
plots the histogram of residuals.
For more details, see the section ODS Graphics.
In addition, any of the following MODEL statement options can be specified in the PROC PANEL statement: CORRB, COVB, FIXONE, FIXONETIME, FIXTWO, BTWNG, BTWNT, POOLED, RANONE, RANTWO, FULLER, PARKS, DASILVA, NOINT, NOPRINT, M=, PHI, RHO, VCOMP=, and SINGULAR=. When specified in the PROC PANEL statement, these options are equivalent to specifying the options for every MODEL statement. See the section MODEL Statement for a complete description of each of these options.