Usage Note 22115: Estimating a model using the Parks method with unbalanced panel data
The PANEL procedure and TSCSREG procedure estimate a model by using the Parks method for balanced panel data only. The MIXED procedure does not offer a solution to the balanced data requirement for the Parks method because it does not offer a covariance structure for that method. However, PROC MIXED can fit a model that supports two of the three properties of the Parks method—heteroscedasticity and an autoregressive error process. However, the contemporaneous correlation property is not supported by the PROC MIXED model. The following statements fit the PROC MIXED model.
proc mixed;
class state year;
model y=x1 x2 x3;
repeated / type=ar(1) subject=state group=state;
run;
Operating System and Release Information
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Usage Note |
| Priority: | low |
| Topic: | SAS Reference ==> Procedures ==> TSCSREG
SAS Reference ==> Procedures ==> PANEL
|
| Date Modified: | 2020-11-13 10:47:16 |
| Date Created: | 2002-12-16 10:56:42 |
