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!
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.
Join us for SAS Innovate 2025, our biggest and most exciting global event of the year, in Orlando, FL, from May 6-9. Sign up by March 14 for just $795.
Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.
Find more tutorials on the SAS Users YouTube channel.