The TSCSREG Procedure
Functional Summary
The statements and options used with the TSCSREG procedure are summarized in Table 40.1.
Table 40.1: Functional Summary
Description | Statement | Option |
|---|---|---|
Data Set Options | ||
Specify the input data set | PROC TSCSREG | DATA= |
Write parameter estimates to an output data set | PROC TSCSREG | OUTEST= |
Include correlations in the OUTEST= data set | PROC TSCSREG | CORROUT |
Include covariances in the OUTEST= data set | PROC TSCSREG | COVOUT |
Specify number of time series observations | PROC TSCSREG | TS= |
Specify number of cross sections | PROC TSCSREG | CS= |
Declaring the Role of Variables | ||
Specify BY-group processing | BY | |
Specify the cross section and time ID variables | ID | |
Printing Control Options | ||
Print correlations of the estimates | MODEL | CORRB |
Print covariances of the estimates | MODEL | COVB |
Suppress printed output | MODEL | NOPRINT |
Perform tests of linear hypotheses | TEST | |
Model Estimation Options | ||
Specify the one-way fixed-effects model | MODEL | FIXONE |
Specify the two-way fixed-effects model | MODEL | FIXTWO |
Specify the one-way random-effects model | MODEL | RANONE |
Specify the two-way random-effects model | MODEL | RANTWO |
Specify Da Silva method | MODEL | DASILVA |
Specify Fuller-Battese method | MODEL | FULLER |
Specify Parks method | MODEL | PARKS |
Specify order of the moving-average error process for Da Silva method | MODEL | M= |
MODEL | PHI | |
Print autocorrelation coefficients for Parks method | MODEL | RHO |
Suppress the intercept term | MODEL | NOINT |
Control check for singularity | MODEL | SINGULAR= |
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