BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
karanfil
Fluorite | Level 6

I need to run one step GMM for panel data. Here is the model.

Total ESG Score = β0 + β1lag_Total_ESG_SCORE + β2Board_Busyness + β3Board_Controls + β4Firm_Controls + (Firm Indicators) + (Year Indicators) + ε

 

I  really appreciate it if anybody can help me with the code.

 

 

1 ACCEPTED SOLUTION

Accepted Solutions
sbxkoenk
SAS Super FREQ

I have moved your message to the 'SAS Forecasting and Econometric' board.

 

For panel data analysis with —the generalized method of moments (GMM)—, you need :

  • SAS /ETS PROC PANEL (SAS 9.4) or
  • SAS Econometrics PROC CPANEL (SAS VIYA)

Here's an example using the former :

 

SAS/ETS® 15.2 User's Guide
The PANEL Procedure
Example 26.5 Cigarette Sales Data: Dynamic Panel Estimation
https://go.documentation.sas.com/doc/en/etsug/15.2/etsug_panel_examples06.htm

 

Good luck,

Koen

View solution in original post

1 REPLY 1
sbxkoenk
SAS Super FREQ

I have moved your message to the 'SAS Forecasting and Econometric' board.

 

For panel data analysis with —the generalized method of moments (GMM)—, you need :

  • SAS /ETS PROC PANEL (SAS 9.4) or
  • SAS Econometrics PROC CPANEL (SAS VIYA)

Here's an example using the former :

 

SAS/ETS® 15.2 User's Guide
The PANEL Procedure
Example 26.5 Cigarette Sales Data: Dynamic Panel Estimation
https://go.documentation.sas.com/doc/en/etsug/15.2/etsug_panel_examples06.htm

 

Good luck,

Koen

hackathon24-white-horiz.png

The 2025 SAS Hackathon Kicks Off on June 11!

Watch the live Hackathon Kickoff to get all the essential information about the SAS Hackathon—including how to join, how to participate, and expert tips for success.

YouTube LinkedIn

Discussion stats
  • 1 reply
  • 1041 views
  • 0 likes
  • 2 in conversation