The HPPANEL Procedure

Functional Summary

Table 20.1 summarizes the statements and options that you can use in the HPPANEL procedure.

Table 20.1: Functional Summary

Description

Statement

Option

Data Set Options

  

Includes correlations in the OUTEST= data set

PROC HPPANEL

CORROUT

Includes covariances in the OUTEST= data set

PROC HPPANEL

COVOUT

Specifies the input data set

PROC HPPANEL

DATA=

Specifies the name of an output SAS data set

OUTPUT

OUT=

Writes parameter estimates to an output data set

PROC HPPANEL

OUTEST=

Variable Role Options

  

Specifies the cross-sectional and time ID variables

ID

 

Printing Control Options

  

Prints correlations of the estimates

PROC HPPANEL

CORRB

Prints covariances of the estimates

PROC HPPANEL

COVB

Suppresses printed output

PROC HPPANEL

NOPRINT

Prints fixed effects

MODEL

PRINTFIXED

Performs tests of linear hypotheses

TEST

 

Model Estimation Options

  

Estimates the between-groups model

MODEL

BTWNG

Estimates the between-time-periods model

MODEL

BTWNT

Estimates the one-way fixed-effects model

MODEL

FIXONE

Estimates the one-way fixed-effects model with respect to time

MODEL

FIXONETIME

Estimates the two-way fixed-effects model

MODEL

FIXTWO

Suppresses the intercept term

MODEL

NOINT

Estimates the pooled regression model

MODEL

POOLED

Estimates the one-way random-effects model

MODEL

RANONE

Estimates the two-way random-effects model

MODEL

RANTWO

Specifies the method for the variance components estimator

MODEL

VCOMP=

Specifies linear equality restrictions on the parameters

RESTRICT

 

Specifies which tests to perform

TEST

WALD, LM, LR


Last updated: August 25, 2017