The HPPANEL Procedure

Functional Summary

Table 21.1 summarizes the statements and options that you can use in the HPPANEL procedure.

Table 21.1: Functional Summary

 

Description

Statement

Option

 

Data Set Options

   

Includes correlations in the OUTEST= data set

HPPANEL

CORROUT

Includes covariances in the OUTEST= data set

HPPANEL

COVOUT

Specifies the input data set

HPPANEL

DATA=

Specifies the name of an output SAS data set

OUTPUT

OUT=

Writes parameter estimates to an output data set

HPPANEL

OUTEST=

Variable Role Options

   

Specifies the cross-sectional and time ID variables

ID

 

Printing Control Options

   

Prints correlations of the estimates

HPPANEL

CORRB

Prints covariances of the estimates

HPPANEL

COVB

Suppresses printed output

HPPANEL

NOPRINT

Prints fixed effects

MODEL

PRINTFIXED

Performs tests of linear hypotheses

TEST

 

Model Estimation Options

   

Estimates the between-groups model

MODEL

BTWNG

Estimates the between-time-periods model

MODEL

BTWNT

Estimates the one-way fixed-effects model

MODEL

FIXONE

Estimates the one-way fixed-effects model with respect to time

MODEL

FIXONETIME

Estimates the two-way fixed-effects model

MODEL

FIXTWO

Suppresses the intercept term

MODEL

NOINT

Estimates the pooled regression model

MODEL

POOLED

Estimates the one-way random-effects model

MODEL

RANONE

Estimates the two-way random-effects model

MODEL

RANTWO

Specifies the method for the variance components estimator

MODEL

VCOMP=

Specifies linear equality restrictions on the parameters

RESTRICT

 

Specifies which tests to perform

TEST

WALD, LM, LR