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SAS vs. STATA xtgls equivalent

Occasional Contributor
Posts: 5

SAS vs. STATA xtgls equivalent

Hi SAS users,

I would like to use SAS in my thesis analysis and I am facing few issues with respect to panel data analysis. The xtgls command in STATA offers many error correction options (AR1, hetero, IID, across panels correlation, within panel correlation..etc) and I wonder if there is any SAS equivalent procedure like xtgls.


SAS Employee
Posts: 7

Re: SAS vs. STATA xtgls equivalent

Posted in reply to Lilly2012

Depending on the model you are trying to estimate you might be able to find it in SAS/ETS. Below is a link to the SAS/ETS documentation:

See the PANEL procedure for one way and two way random effect models and the Parks method. MODEL and SYSLIN procedures could be also helpful.

SAS Employee
Posts: 89

Re: SAS vs. STATA xtgls equivalent

Posted in reply to Lilly2012

Hi Lilly,

A couple places to look.  If you are doing VCE corrections, many of those are available in PANEL using these HCCME options SAS/ETS(R) 13.1 User's Guide

If you are looking to use GLS then I would suggest PROC MIXED as the likely place as it will have longitudinal model options that you would likely want.

Good luck-Ken

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