topic Re: SAS vs. STATA xtgls equivalent in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-vs-STATA-xtgls-equivalent/m-p/172932#M1094 <HTML><HEAD></HEAD><BODY><P>Hi Lilly, </P><P></P><P>A couple places to look.&nbsp; If you are doing VCE corrections, many of those are available in PANEL using these HCCME options <A href="http://support.sas.com/documentation/cdl/en/etsug/66840/HTML/default/viewer.htm#etsug_panel_details38.htm" title="http://support.sas.com/documentation/cdl/en/etsug/66840/HTML/default/viewer.htm#etsug_panel_details38.htm">SAS/ETS(R) 13.1 User's Guide</A> </P><P></P><P>If you are looking to use GLS then I would suggest PROC MIXED as the likely place as it will have longitudinal model options that you would likely want. </P><P></P><P>Good luck-Ken </P></BODY></HTML> Tue, 22 Apr 2014 22:34:34 GMT ets_kps 2014-04-22T22:34:34Z SAS vs. STATA xtgls equivalent https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-vs-STATA-xtgls-equivalent/m-p/172930#M1092 <HTML><HEAD></HEAD><BODY><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">Hi SAS users,</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">I would like to use SAS in my thesis analysis and I am facing few issues with respect to panel data analysis. The xtgls command in STATA offers many error correction options (AR1, hetero, IID, across panels correlation, within panel correlation..etc) and I wonder if there is any SAS equivalent procedure like xtgls.</P><P></P><P style="font-family: 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: #ffffff;">Thanks</P></BODY></HTML> Tue, 08 Apr 2014 22:58:05 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-vs-STATA-xtgls-equivalent/m-p/172930#M1092 Lilly2012 2014-04-08T22:58:05Z Re: SAS vs. STATA xtgls equivalent https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-vs-STATA-xtgls-equivalent/m-p/172931#M1093 <HTML><HEAD></HEAD><BODY><P>Depending on the model you are trying to estimate you might be able to find it in SAS/ETS. Below is a link to the SAS/ETS documentation:</P><P></P><P><A href="http://support.sas.com/documentation/cdl/en/etsug/66840/PDF/default/etsug.pdf" title="http://support.sas.com/documentation/cdl/en/etsug/66840/PDF/default/etsug.pdf">http://support.sas.com/documentation/cdl/en/etsug/66840/PDF/default/etsug.pdf</A></P><P></P><P>See the PANEL procedure for one way and two way random effect models and the Parks method. MODEL and SYSLIN procedures could be also helpful. </P></BODY></HTML> Mon, 14 Apr 2014 19:00:20 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-vs-STATA-xtgls-equivalent/m-p/172931#M1093 bbridgerb 2014-04-14T19:00:20Z Re: SAS vs. STATA xtgls equivalent https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-vs-STATA-xtgls-equivalent/m-p/172932#M1094 <HTML><HEAD></HEAD><BODY><P>Hi Lilly, </P><P></P><P>A couple places to look.&nbsp; If you are doing VCE corrections, many of those are available in PANEL using these HCCME options <A href="http://support.sas.com/documentation/cdl/en/etsug/66840/HTML/default/viewer.htm#etsug_panel_details38.htm" title="http://support.sas.com/documentation/cdl/en/etsug/66840/HTML/default/viewer.htm#etsug_panel_details38.htm">SAS/ETS(R) 13.1 User's Guide</A> </P><P></P><P>If you are looking to use GLS then I would suggest PROC MIXED as the likely place as it will have longitudinal model options that you would likely want. </P><P></P><P>Good luck-Ken </P></BODY></HTML> Tue, 22 Apr 2014 22:34:34 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-vs-STATA-xtgls-equivalent/m-p/172932#M1094 ets_kps 2014-04-22T22:34:34Z