04-08-2014 06:58 PM
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.
04-14-2014 03:00 PM
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.
04-22-2014 06:34 PM
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.