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.
Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.
If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website.