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The PANEL Procedure

Overview
Getting Started
Syntax
Functional Summary PROC PANEL Statement BY Statement CLASS Statement COMPARE Statement FLATDATA Statement ID Statement INSTRUMENTS Statement LAG, CLAG, SLAG, XLAG, and ZLAG Statements MODEL Statement OUTPUT Statement RESTRICT Statement TEST Statement
Details
Specifying the Input Data Specifying the Regression Model Unbalanced Data Missing Values Computational Resources Restricted Estimates Notation One-Way Fixed-Effects Model Two-Way Fixed-Effects Model Balanced Panels Unbalanced Panels First-Differenced Methods for One-Way and Two-Way Models Between Estimators Pooled Estimator One-Way Random-Effects Model Two-Way Random-Effects Model Hausman-Taylor Estimation Amemiya-MaCurdy Estimation Parks Method (Autoregressive Model)Da Silva Method (Variance-Component Moving Average Model)Dynamic Panel Estimators Linear Hypothesis Testing Heteroscedasticity-Corrected Covariance Matrices Heteroscedasticity- and Autocorrelation-Consistent Covariance Matrices R-Square Specification Tests Panel Data Poolability Test Panel Data Cross-Sectional Dependence Test Panel Data Unit Root Tests Lagrange Multiplier (LM) Tests for Cross-Sectional and Time Effects Tests for Serial Correlation and Cross-Sectional Effects Troubleshooting Creating ODS Graphics OUTPUT OUT= Data Set OUTEST= Data Set OUTTRANS= Data Set Printed Output ODS Table Names
Examples
Analyzing Demand for Liquid Assets The Airline Cost Data: Fixtwo Model The Airline Cost Data: Further Analysis The Airline Cost Data: Random-Effects Models Panel Study of Income Dynamics (PSID): Hausman-Taylor Models The Cigarette Sales Data: Dynamic Panel Estimation with GMM Using the FLATDATA Statement
References

Examples: PANEL Procedure

Subsections:

27.1 Analyzing Demand for Liquid Assets
27.2 The Airline Cost Data: Fixtwo Model
27.3 The Airline Cost Data: Further Analysis
27.4 The Airline Cost Data: Random-Effects Models
27.5 Panel Study of Income Dynamics (PSID): Hausman-Taylor Models
27.6 The Cigarette Sales Data: Dynamic Panel Estimation with GMM
27.7 Using the FLATDATA Statement

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