Test statement in proc panel

BruceBrad — Wed, 13 Aug 2025 09:54:08 GMT

If I include a test statement in proc panel (eg test var1+var2 /all; ), I get various chi-squared tests of whether the sum of the two parameters=0, but it doesn't actually report the sum of the two parameters. Is there a convenient way to get this? My application is obviously more complicated than this simple example.

I think I actually want an 'estimate' statement, which doesn't exist. But maybe someone has written a macro to pull this together?

Re: Test statement in proc panel

sbxkoenk — Tue, 19 Aug 2025 13:08:12 GMT

Note that you can also use PROC MIXED and PROC GLIMMIX for fitting a model to panel data. Due to different (estimation) methods used , the results will not be identical to those from PROC PANEL. But PROC MIXED and PROC GLIMMIX do have an ESTIMATE statement.

See this (dated) article for a comparison between PROC PANEL and PROC MIXED.
http://www2.sas.com/proceedings/forum2007/170-2007.pdf
Usage Note 22114: Analyzing unbalanced panel data using PROC PANEL or PROC TSCSREG
https://support.sas.com/kb/22/114.html
(PROC MIXED is not the primary focus, but it is covered)
Usage Note 22115: Estimating a model using the Parks method with unbalanced panel data
https://support.sas.com/kb/22/115.html

The old TSCSREG procedure is also for panel data , but it does not have an ESTIMATE statement either.

Ciao,
Koen

topic Test statement in proc panel in SAS Forecasting and Econometrics

Test statement in proc panel

Re: Test statement in proc panel