Forecasting using SAS Forecast Server, SAS/ETS, and more

Proc Panel and HAC

Reply
Occasional Contributor
Posts: 16

Proc Panel and HAC

I have unbalanced panel dataset N=2590, T=5 years (with gaps). I tried to estimate pooled OLS with HAC standard errors using proc panel. The results provide values for the parameter estimates but the standard errors are all zeros, t and P values are missing (.). The log does not provide any feedback. Any idea what is going wrong? Is it due to gaps in the data?

Ask a Question
Discussion stats
  • 0 replies
  • 1122 views
  • 0 likes
  • 1 in conversation