The CPANEL Procedure
Functional Summary
Table 9.1 summarizes the statements and options that the CPANEL procedure supports.
Table 9.1: Functional Summary
Description | Statement | Option |
|---|---|---|
Data Set Options | ||
Specifies the input data set | PROC CPANEL | DATA= |
Prevents partitioning of data by cross sections | PROC CPANEL | NOPART |
Specifies the name of an output SAS data table | OUTPUT | OUT= |
Variable Role Statements | ||
Specifies BY-group processing | BY | |
Specifies the classification variables | CLASS | |
Specifies the cross section and time ID variables | ID | |
Declares correlated variables or effects | CORRELATED | |
Declares endogenous variables or effects | ENDOGENOUS | |
Declares instrumental variables or effects | INSTRUMENTS | |
Declares predetermined variables or effects | PREDETERMINED | |
Printing Control Options | ||
Specifies the ODS tables to display | DISPLAY | |
Specifies the ODS tables to save as CAS output tables | DISPLAYOUT | |
Prints correlations of the estimates | MODEL | CORRB |
Prints covariances of the estimates | MODEL | COVB |
Suppress parameter labels from output tables | MODEL | NOLABEL |
Suppresses printed output | PROC CPANEL | NOPRINT |
Prints all available output | PROC CPANEL | PRINTALL |
Prints fixed effects | MODEL | PRINTFIXED |
Model Estimation Technique Options | ||
Specifies the Amemiya-MaCurdy model | MODEL | AMACURDY |
Specifies the between-groups model | MODEL | BTWNG |
Specifies the dynamic panel model via first-differencing GMM | MODEL | DYNDIFF |
Specifies the dynamic panel model via system GMM | MODEL | DYNSYS |
Specifies the one-way fixed-effects model via first-differencing | MODEL | FDONE |
Specifies the one-way fixed-effects model | MODEL | FIXONE |
Specifies the two-way fixed-effects model | MODEL | FIXTWO |
Specifies the Hausman-Taylor model | MODEL | HTAYLOR |
Specifies the between-groups model with instrumental variables | MODEL | IVBTWNG |
Specifies the one-way fixed-effects model with instrumental variables | MODEL | IVFIXONE |
Specifies the pooled regression model with instrumental variables | MODEL | IVPOOLED |
Specifies the one-way random-effects model with instrumental variables | MODEL | IVRANONE |
Specifies the pooled regression model | MODEL | POOLED |
Specifies the one-way random-effects model | MODEL | RANONE |
Specifies the two-way random-effects model | MODEL | RANTWO |
Model Estimation Control Options | ||
Sets the number of AR(m) tests | MODEL | ARTESTS= |
Specifies bias-corrected variances for two-step GMM | MODEL | BIASCORRECTED |
Sets the number of dependent variable lags | MODEL | DLAGS= |
Specifies the generalized inverse type | MODEL | GINV= |
Specifies one-step or two-step GMM | MODEL | GMM= |
Limits the number of GMM instruments | MODEL | MAXBAND= |
Suppresses the intercept term | MODEL | NOINT |
Specifies robust variances for GMM | MODEL | ROBUST |
Specifies the method for the variance components estimator | MODEL | VCOMP= |
Tests and Restrictions | ||
Specifies linear equality restrictions on the parameters | RESTRICT | |
Performs tests of linear hypotheses | TEST | WALD, LM, LR |
Model Comparison Statements | ||
Create tables that display side-by-side model comparisons | COMPARE |