PANEL Procedure
Details: PANEL Procedure
Subsections:
Specifying the Input Data
Specifying the Regression Model
Missing Values
Unbalanced Data
Common Notation
Pooled Regression (POOLED Option)
Between-Groups Regression (BTWNG and BTWNT Options)
One-Way Fixed-Effects Model (FIXONE and FIXONETIME Options)
Two-Way Fixed-Effects Model (FIXTWO Option)
One-Way Fixed-Effects Model, First Differencing (FDONE and FDONETIME Options)
Two-Way Fixed-Effects Model, First Differencing (FDTWO Option)
One-Way Random-Effects Model (RANONE Option)
Two-Way Random-Effects Model (RANTWO Option)
Parks Method for Autoregressive Models (PARKS Option)
Da Silva Method for Moving Average Models (DASILVA Option)
Hausman-Taylor Estimation (HTAYLOR Option)
Amemiya-MaCurdy Estimation (AMACURDY Option)
Dynamic Panel Estimation (DYNDIFF and DYNSYS Options)
Restricted Estimation
Linear Hypothesis Testing
Heteroscedasticity-Corrected Covariance Matrices
Heteroscedasticity- and Autocorrelation-Consistent Covariance Matrices
R-Square
F
Test for No Fixed Effects
Tests for Random Effects
Tests of Poolability
Tests for Cross-Sectional Dependence
Panel Data Unit Root Tests
Lagrange Multiplier (LM) Test 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
Last updated: June 19, 2025