PANEL Procedure

Pooled Regression (POOLED Option)

You perform pooled regression by specifying the POOLED option in the MODEL statement. Pooled regression is standard ordinary least squares (OLS) regression without any cross-sectional or time effects. The error structure is simply u Subscript i t Baseline equals e Subscript i t, where the e Subscript i t are independently and identically distributed (iid) with zero mean and variance sigma Subscript e Superscript 2.

Last updated: June 19, 2025