topic Re: Proc Panel fixone and fixtwo in SAS Forecasting and Econometrics

Proc Panel fixone and fixtwo

Gopack — Fri, 08 Mar 2013 00:09:41 GMT

I am using code like this

Proc panel data=stuff;

model y = x1 x2 x3 / fixtwo;

id CS TS;

run;

Now SAS is outputting the correct coefficients on x1 x2 and x3 as confirmed by using SAS on another machine, but it is not outputing my cross sectional and time series fixed effect dummy variables and I have no idea why?

Does anyone know what could cause this output to be missing?

Re: Proc Panel fixone and fixtwo

Reeza — Fri, 08 Mar 2013 01:33:52 GMT

Assuming it's default output, it could be possible if you used an ods select statement somewhere.

try adding

ods select all

before the procedure and running it.

Re: Proc Panel fixone and fixtwo

Gopack — Fri, 08 Mar 2013 16:02:10 GMT

I tried the ODS Select all statement and it didn't change anything.

The box with my parameter estimates are still only showing the variables in my model and not the fixed effects even though it is clearly computing them.

Re: Proc Panel fixone and fixtwo

ets_kps — Fri, 08 Mar 2013 19:31:31 GMT

Hi folks,

To simplify the output (and because often these values are often considered nuisance parameters) we changed the default to NOT print the fixed effects estimates.

Including the term PRINTFIXED on the PROC PANEL statement will print the coefficient estimates.

Proc panel data=stuff printfixed;

model y = x1 x2 x3 / fixtwo;

id CS TS;

run;

Sorry for the confusion. You can see a complete example here.

And here are more examples

Re: Proc Panel fixone and fixtwo

Gopack — Fri, 08 Mar 2013 20:05:58 GMT

ets_kps,

If you come back to this thread, first off thank you, I spent no kidding like 3 hours trying to figure out why on earth this wasn't working.

So I didn't know that I had this SAS/STAT 12.1 installed. If I am looking up how things function in SAS am I always going to want to be looking in the SAS 12.1 documentation rather than the SAS 9.3 documentation?

Re: Proc Panel fixone and fixtwo

ets_kps — Fri, 08 Mar 2013 20:39:10 GMT

You are quite welcome, but most of the credit should go to the ETS team that helped me figure it out

As to the documentation....If you have the 12.1 Analytical Products installed ( /ETS /STAT /OR etc), which is sounds as though you do, then you probably want to look at the 12.1 documentation. I tend to google "PROC X SAS 12.1" to get the desired result.

For the most part, looking at older versions of the documentation should give you consistent answers with the current software. However, as you found out, sometimes the defaults might change.

Re: Proc Panel fixone and fixtwo

Stephane — Mon, 21 Oct 2013 14:27:29 GMT

It is incredible to change that. No kidding I have executed the code during a seminar and discovered that in front of all without to know what to do ... 😞

Even in EG 5.1 this option is not known when we write the code.

Can ETS team redirect the ETS SAS 9.3 url to ETS 12.1 ??

Re: Proc Panel fixone and fixtwo

ets_kps — Fri, 25 Oct 2013 21:24:29 GMT

Hi Stephane,

Yes, these output differences occur from time to time. Sorry it has been a trouble spot for you.

To your second question, could you clarify? Are you looking to have SAS/ETS 12.1 documentation be the default home page? Rather than 9.x?

thanks

Re: Proc Panel fixone and fixtwo

Stephane — Mon, 28 Oct 2013 14:57:51 GMT

Hi !

Thanks for your answer

Well yes I think it's should be fine. Actually each time we are looking for a SAS statement or syntax help we fall on the explanation of last version of SAS so I think that ETS12.1 should be the default page rather than 9.x page. Otherwise could you note this change on the ETS12.1 page ? I think it's not a minor change.

Actually I don't understand this change. what's the official explanation ?

Thanks.

Stéphane.