The TSCSREG Procedure

The TSCSREG procedure provides combined time series cross-sectional regression analysis.

Using the TSCSREG procedure you can estimate the regression parameters under three common error structures:

In addition, you can specify any number of models, and you can estimate one-way and two-way fixed and random effects models. Fixed effects and random effects models handle both balanced and unbalanced data. The TSCSREG procedure offers linear hypothesis testing for regression parameters and R-squared measure for all models, F specification test for fixed effects models, and the Hausman specification test for random effects models. It provides a variety of estimates and statistics, including


For further details, see the SAS/ETS® User's Guide