SUR (seemingly unrelated regression) for panel data in SAS

[rtrt]

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!

[kessler]

For a time dependent model with panel data PROC TMODEL should be able to accommodate your needs. The TMODEL procedure was introduced in SAS/ETS version 14.3. It is a multithreaded version of the MODEL procedure, and it supports the CROSSSECTION statement for specifying panel data.

[rtrt]

Ok, I will try that - thank you!