PROC PANEL without explanatory variables

richard_hu2003 — Tue, 12 Apr 2011 17:23:59 GMT

Hi Guys,

I am trying to run a two-way fixed-effect model without explanatory variables (only dummy variables of cross-sections and time periods are independent variables). I have two questions:

1. Can I run this model using the following code in which I don't explicitly specify any explanatory variables on the right hand side in the model statment?

2. Can I impose some restriction on dummy variables of cross-sections, such as csid1 + csid2 + csid3 = 0? I cannot use restrict statement because those csid variables are not showing up on the right hand side. Any thoughts?

Thanks in advance!

proc panel data = dataset;
id csid tsid;
model p = /fixtwo;
ods output ParameterEstimates = estimates;
run;

topic PROC PANEL without explanatory variables in Statistical Procedures

PROC PANEL without explanatory variables