CPANEL Procedure

Panel data are identified by both a cross section identification (ID) variable and a time variable. Suppose that cross sections are identified by the variable State and time periods are identified by the variable Date. You specify the cross section and time series variables in an ID statement. The following statements show the appropriate syntax:

proc panel data =  mylib.a;
   id State Date;
   model ...;
run;

For some estimation strategies (such as one-way fixed effects), time is not relevant to the estimation. In these cases, specifying the time variable is optional. The CPANEL procedure alerts you if do not specify a time variable when one is required.

When taking lags or first differences, the CPANEL procedure determines that observations are adjacent in time only if their time values are exactly one unit apart. For this reason, you should index time by using a variable that contains consecutive integers.

PROC CPANEL performs its estimations regardless of how the data are partitioned logically across machines, but it might temporarily repartition the data to perform computations more efficiently. You can specify the NOPART option in the PROC CPANEL statement to bypass this repartitioning, at the expense of slower execution.