The PANEL Procedure
- Overview
- Getting Started
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Syntax
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DetailsSpecifying the Input DataSpecifying the Regression ModelUnbalanced DataMissing ValuesComputational ResourcesRestricted EstimatesNotationOne-Way Fixed-Effects ModelTwo-Way Fixed-Effects ModelBalanced PanelsUnbalanced PanelsFirst-Differenced Methods for One-Way and Two-Way ModelsBetween EstimatorsPooled EstimatorOne-Way Random-Effects ModelTwo-Way Random-Effects ModelHausman-Taylor EstimationAmemiya-MaCurdy EstimationParks Method (Autoregressive Model)Da Silva Method (Variance-Component Moving Average Model)Dynamic Panel EstimatorsLinear Hypothesis TestingHeteroscedasticity-Corrected Covariance MatricesHeteroscedasticity- and Autocorrelation-Consistent Covariance MatricesR-SquareSpecification TestsPanel Data Poolability TestPanel Data Cross-Sectional Dependence TestPanel Data Unit Root TestsLagrange Multiplier (LM) Tests for Cross-Sectional and Time EffectsTests for Serial Correlation and Cross-Sectional EffectsTroubleshootingCreating ODS GraphicsOUTPUT OUT= Data SetOUTEST= Data SetOUTTRANS= Data SetPrinted OutputODS Table Names
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Examples
- References
ODS Table Names
PROC PANEL assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 27.7.
Table 27.7: ODS Tables Produced in PROC PANEL
|
ODS Table Name |
Description |
Option |
|---|---|---|
|
ODS Tables Created by the MODEL Statement |
||
|
ModelDescription |
Model description |
Default |
|
FitStatistics |
Fit statistics |
Default |
|
FixedEffectsTest |
F test for no fixed effects |
FIXONE,FIXTWO, FIXONETIME |
|
ParameterEstimates |
Parameter estimates |
Default |
|
CovB |
Covariances of parameter estimates |
COVB |
|
CorrB |
Correlations of parameter estimates |
CORRB |
|
VarianceComponents |
Variance component estimates |
RANONE, RANTWO, DASILVA |
|
RandomEffectsTest |
Hausman test for random effects |
RANONE, RANTWO |
|
HausmanTest |
Hausman specification test |
HTAYLOR, AMACURDY |
|
AR1Estimates |
First-order autoregressive parameter estimates |
RHO(PARKS) |
|
BFNTest |
R |
BFN |
|
BL91Test |
Baltagi and Li joint LM test |
BL91 |
|
BL95Test |
Baltagi and Li (1995) LM test |
BL95 |
|
BreuschPaganTest |
Breusch-Pagan one-way test |
BP |
|
BreuschPaganTest2 |
Breusch-Pagan two-way test |
BP2 |
|
BSYTest |
Bera, Sosa Escudero, and Yoon modified RS test |
BSY |
|
BWTest |
Berenblut-Webb statistic for serial correlation |
BW |
|
DWTest |
Durbin-Watson statistic for serial correlation |
DW |
|
GHMTest |
Gourieroux, Holly, and Monfort two-way test |
GHM |
|
HondaTest |
Honda one-way test |
HONDA |
|
HondaTest2 |
Honda two-way test |
HONDA2 |
|
KingWuTest |
King and Wu two-way test |
KW |
|
WOOLDTest |
Wooldridge (2002) test for unobserved effects |
WOOLDRIDGE02 |
|
CDTestResults |
Cross-sectional dependence test |
CDTEST |
|
CDpTestResults |
Local cross-sectional dependence test |
CDTEST |
|
Sargan |
Sargan’s test for overidentification |
GMM1, GMM2, ITGMM |
|
ARTest |
Autoregression test for the residuals |
GMM1, GMM2, ITGMM |
|
IterHist |
Iteration history |
ITPRINT(ITGMM) |
|
ConvergenceStatus |
Convergence status of iterated GMM estimator |
ITGMM |
|
EstimatedPhiMatrix |
Estimated phi matrix |
PARKS |
|
EstimatedAutocovariances |
Estimates of autocovariances |
DASILVA |
|
LLCResults |
LLC panel unit root test |
UROOTTEST |
|
IPSResults |
IPS panel unit root test |
UROOTTEST |
|
CTResults |
Combination test for panel unit root |
UROOTTEST |
|
HadriResults |
Hadri panel stationarity test |
UROOTTEST |
|
HTResults |
Harris and Tzavalis panel unit root test |
UROOTTEST |
|
BRResults |
Breitung panel unit root test |
UROOTTEST |
|
URootdetail |
Panel unit root test intermediate results |
UROOTTEST |
|
PTestResults |
Poolability test for panel data |
POOLTEST |
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ODS Tables Created by the COMPARE Statement |
||
|
StatComparisonTable |
Comparison of model fit statistics |
|
|
ParameterComparisonTable |
Comparison of model parameter estimates, standard errors, and t tests |
|
|
ODS Tables Created by the TEST Statement |
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|
TestResults |
Test results |
|
