topic Re: SUR (seemingly unrelated regression) for panel data in SAS in Statistical Procedures

SUR (seemingly unrelated regression) for panel data in SAS

rtrt — Mon, 16 Jul 2018 16:43:30 GMT

I want to run a SUR for a system of equations over multiple time periods (i.e. panel data). The PROC MODEL with SUR option does not seem to handle panel data? Is there a way I can do this? Thank you!

Re: SUR (seemingly unrelated regression) for panel data in SAS

PeterClemmensen — Tue, 17 Jul 2018 06:08:01 GMT

Not much information to go by, but perhaps check out PROC PANEL

Re: SUR (seemingly unrelated regression) for panel data in SAS

Ksharp — Tue, 17 Jul 2018 10:35:56 GMT

It is a question about Forecasting(SAS/ETS). Post it at Forecast Forum .

Re: SUR (seemingly unrelated regression) for panel data in SAS

rtrt — Tue, 17 Jul 2018 14:48:18 GMT

Ok, thank you.

Re: SUR (seemingly unrelated regression) for panel data in SAS

rtrt — Tue, 17 Jul 2018 14:48:25 GMT

Thanks