The HPPANEL procedure can process data that have different numbers of time series observations across different cross sections. The missing time series observations are recognized by the absence of time series ID variable values in some of the cross sections in the input data set. Moreover, if an observation that has a particular time series ID value and cross-sectional ID value is present in the input data set but one or more of the model variables are missing, that time series point is treated as missing for that cross section.