Dear SAS Community,
I have a random sample of unbalance panel data (firm_id and year) for which I would like a pooled regression. The period is from 1964 to 2017. I would like to compute the coefficients from a regression and append all of them together. So if it is year 1964 my data will have only one year, if it is 1965 my regression will have years 1964 and 1965 and so on...So if it is 1989 the regression will have the data from 1964 (start year) to 1989. Basically the moving window is increasing every year by 1 year, the start is 1964 and the end 2017. I would like to include in the final output all the estimated coefficients from 1964 to 2017, Could you please help. I read the fastest method is with an array statement but I am not sure how to implement it.
proc panel data = have outest=EST;
id firm_id year;
model Y= X/ POOLED ;
run;
data have;
infile datalines dsd truncover;
input FIRM_ID:$6. YEAR:F6. Y:32. X:32.;
format YEAR F6.;
datalines4;
001000,1964,0.1532485876,-0.125706215
001000,1965,0.1551261406,-0.260869565
001000,1966,0.1919831224,-0.107172996
001000,1967,0.1993450675,-0.236185018
001000,1968,0.0293626164,0.0534733827
001000,1969,0.4813189352,-0.375353699
001000,1970,0.3578391944,-0.297416428
001000,1971,0.3211850908,-0.316788786
001000,1972,0.1669070008,-0.10378374
001000,1973,0.2751091703,-0.185709487
001000,1974,0.3804762809,-0.314876922
001000,1975,0.3506045254,-0.258401792
001001,1983,-0.129190341,0.2098011364
001001,1984,-0.176821432,0.2518206083
001002,1968,0.5591404286,-0.505087992
001002,1969,0.583965501,-0.578173691
001002,1970,0.5714087198,-0.537571652
001002,1971,0.4915457535,-0.429947766
001002,1972,0.6430447138,-0.578438073
001003,1982,0.6930241855,-0.531427557
001003,1983,0.7015041311,-0.553209519
001003,1984,0.6999709218,-0.677877162
001003,1986,0.62674972,-0.5712486
001003,1987,0.6736972705,-0.707979626
001003,1988,-0.355052286,-0.129942454
001003,1989,-0.191140248,-0.002425253
001004,1965,0.2106430155,-0.155210643
001004,1966,0.6692414645,-0.583037232
001004,1967,0.499886801,-0.496490831
001004,1968,0.6275356629,-0.581206648
001004,1969,0.4878559083,-0.460292914
001004,1970,0.4498642823,-0.413619671
001004,1971,0.4744903067,-0.417498081
001004,1972,0.5699918657,-0.49594518
001004,1973,0.5548048588,-0.479156185
001004,1974,0.6861763882,-0.636374555
001004,1975,0.6015053169,-0.558693551
001004,1976,0.6394504372,-0.599018959
001004,1977,0.6240348058,-0.584545134
001004,1978,0.5816265659,-0.531832041
001004,1979,0.5123086291,-0.458362329
001004,1980,0.5233209847,-0.477335765
001004,1982,0.3317047581,-0.306853797
001004,1983,0.3644191923,-0.328308841
001004,1984,0.4125372053,-0.350541463
001004,1985,0.5276172489,-0.462554991
001004,1986,0.5291869915,-0.458297376
001004,1987,0.5464974742,-0.464838214
001004,1988,0.077088716,0.0002931367
001004,1989,0.0168717916,0.0520088279
001004,1990,-0.057490185,0.096010431
001004,1991,0.0031110177,0.0227367411
001004,1992,-0.043452877,0.0441971224
001004,1993,0.007120802,0.0171108758
001004,1994,-0.01136299,0.0361732903
001004,1995,-0.020257972,0.0573373781
001004,1996,0.027896592,0.0197037512
001004,1997,0.0213874513,0.038033801
001004,1998,0.0188177834,0.0408319848
001004,1999,0.0342212059,0.0136969314
001004,2000,-0.038204889,0.0638915149
001004,2001,-0.036293255,-0.047186614
001004,2002,-0.067500465,0.0497315331
001004,2003,-0.015857722,0.020878092
001004,2004,-0.044905315,0.0706725253
001004,2005,0.0884194433,-0.047318341
001004,2006,0.0788545248,-0.0207569
001004,2008,0.0117896523,0.0470527512
001004,2010,-0.022128896,0.0677727474
001004,2012,-0.049808969,0.0751981568
001004,2013,-0.030855087,0.0644774467
001004,2014,-0.00619195,-0.02315251
001005,1974,0.3594371367,-0.3643316
001005,1975,0.4199071002,-0.342136695
001005,1976,0.4086500947,-0.322149147
001005,1977,0.3762044407,-0.315668203
001005,1978,0.439077205,-0.405929874
001005,1979,0.3731952482,-0.318123667
001005,1980,0.2524742476,-0.177661079
001005,1981,0.4535814326,-0.378801521
001006,1974,-0.006049651,0.0154192335
001006,1975,-0.065229208,0.0670411306
001006,1976,0.1450601593,-0.034231486
001006,1977,-0.019101627,0.1331144605
001006,1978,-0.089234548,0.1197980625
001006,1979,-0.070742932,-0.037080868
001006,1980,-0.282753123,0.0287005049
001006,1981,-0.281299947,0.3196590304
001006,1982,-0.339770941,0.3426903211
001007,1974,-0.056636985,0.0079726651
001007,1975,-0.075182815,0.0781535649
001007,1976,-0.089702003,0.0353790926
001007,1977,0.3864133465,-0.426212635
001007,1978,-0.177422407,0.1815859198
001007,1979,-0.149072066,0.1370209689
001007,1980,-0.235748661,0.2384599742
001007,1981,-0.264474739,0.0987971131
001007,1982,-0.399684667,0.4239258967
001007,1983,-0.398373065,0.162693481
001007,1984,-0.632352941,0.4598425197
001008,1983,0.0571428571,-0.631818182
001008,1984,0.0533227218,-0.485475527
001008,1985,0.0515995872,-0.871001032
001009,1981,0.2076291043,-0.435752445
001009,1982,0.0607406624,-0.279731373
001009,1983,-0.075216915,0.1484201487
001009,1984,0.0413003717,0.1168210514
001009,1985,-0.003192914,0.1817900917
001009,1986,0.0089845805,0.1292646404
001009,1987,0.0078085322,0.0460259015
001009,1988,-0.023122076,0.0985667888
001009,1989,-0.042972628,0.1052333002
001009,1990,-0.022045735,0.0710324524
001009,1991,-0.074292279,0.0995375144
001009,1992,-0.093789901,0.1553878893
001009,1993,-0.001604182,0.0650543063
001009,1994,0.0329260874,0.0243967353
001010,1964,0.133240332,-0.055225146
001010,1965,0.1638142674,-0.083705013
001010,1966,0.1368568946,-0.05047219
001010,1967,0.0975890559,-0.038967899
001010,1968,0.1500266543,-0.096876117
001010,1969,0.1391677751,-0.087764409
001010,1970,0.1275110193,-0.086736119
001010,1971,0.1301049373,-0.097473838
001010,1972,0.0910515865,-0.053118073
001010,1973,0.1432410986,-0.095885158
001010,1974,0.1741219298,-0.128297939
001010,1975,0.157699844,-0.112722633
001010,1976,0.1491603249,-0.101144825
001010,1977,0.1606062086,-0.113202765
001010,1978,0.194138,-0.146072376
001010,1979,0.1884137346,-0.139162018
001010,1980,0.1798047674,-0.13770691
001010,1981,0.1876166732,-0.147170674
001010,1982,0.1204601781,-0.093356556
001010,1983,0.1063100189,-0.105756338
001010,1984,-0.082416052,0.0826882298
001010,1986,-0.106362244,0.0996050687
001010,1987,-0.344500286,0.3475634341
001010,1988,0.0250538543,-0.017420373
001010,1989,0.0965150422,0.0531635732
001010,1990,-0.063718686,0.0160599817
001010,1991,0.062201053,0.0278719711
001010,1992,-0.047355313,0.0359301774
001010,1993,0.0704168427,0.0051625338
001010,1994,-0.006319985,0.0207984956
001010,1995,-0.001252969,0.0452635151
001010,1996,0.005856792,0.0377857548
001010,1997,0.0544454527,0.0336672901
001010,1998,-0.007827789,0.0287018917
001010,1999,0.0028736053,0.0197926899
001010,2000,0.0116337542,0.0100843991
001010,2001,0.0083803341,0.0303820368
001010,2002,-0.023055376,0.0445216548
001010,2003,0.0913692499,-0.010709348
001011,1982,-0.000346574,0.0004561707
001011,1983,-0.169686985,0.1774535185
001011,1984,-0.079841075,0.0921388705
001011,1985,-0.018882526,0.0256926172
001011,1987,-0.059980931,0.0381381642
001011,1988,-0.080463213,0.138764101
001011,1990,-0.141620566,-0.101659616
001011,1991,-0.146025206,-0.029447407
001011,1992,-0.093978987,-0.072965533
001011,1993,-0.111335695,-0.03885573
001012,1974,0.042886439,-0.026205321
001012,1975,0.2881595034,-0.246402709
001012,1976,0.3212661107,-0.269332828
001012,1977,0.3665373766,-0.299365303
001012,1978,0.3040583164,-0.223592907
001012,1979,0.3206521739,-0.384881423
001012,1980,0.2300172513,-0.218516389
001012,1981,0.2830032548,-0.128978871
001012,1982,0.2593391121,-0.218418621
001012,1983,0.2499698589,-0.190652253
001012,1984,0.2215980486,-0.210510755
001012,1985,0.2729223495,-0.226804874
001012,1986,0.2708401261,-0.23990146
001012,1987,0.2932467284,-0.302607699
001012,1989,-0.082920933,0.1247462884
001013,1974,0.236974624,-0.224401804
001013,1975,0.3471174162,-0.301358286
001013,1976,0.3325549824,-0.269345642
001013,1977,0.285550812,-0.203776242
001013,1978,0.2894529047,-0.218086106
001013,1979,0.339245283,-0.179730458
001013,1980,0.4537726646,-0.341544989
001013,1981,0.3809249354,-0.299266876
001013,1982,0.3456636679,-0.257595486
001013,1983,0.2655413751,-0.171829971
001013,1984,0.3804667365,-0.329347972
001013,1985,0.2581427437,-0.148443924
001013,1986,0.1913933972,-0.043907969
001013,1987,0.1654976303,-0.004749868
001013,1988,-0.085900719,0.2369195822
001013,1990,-0.072455575,0.2131823433
001013,1992,-0.05627435,0.1424586673
001013,1993,0.0084021996,0.1130840834
001013,1994,-0.05752044,0.1893522118
001013,1995,0.0233541042,0.0945940603
001013,1997,0.0341616874,0.0935012563
001013,1998,0.0578025741,0.0733858169
001013,2001,-0.427405644,0.0293653983
001013,2002,-0.661653723,0.0332061802
001013,2003,-0.094711401,0.0318708779
001013,2006,0.0045130943,0.0553648614
001013,2007,-0.016882886,0.083999763
001013,2009,-0.334252282,0.0489493353
001013,2010,-0.042156063,0.09694475
001015,1982,0.5754482759,-0.595862069
001015,1983,0.5929810407,-0.546456905
001015,1985,0.376789549,-0.355314961
001015,1986,-0.043149862,-0.42011078
001015,1987,-0.827586207,-0.07157605
001016,1974,0.4673992674,-0.339112739
001016,1975,0.2671403574,-0.219205684
001016,1976,0.3419495169,-0.278213364
001016,1977,0.2853654429,-0.182132031
001016,1979,0.3631234116,-0.25670918
001016,1980,0.3349567224,-0.270421235
001016,1981,0.3217945035,-0.273340994
001016,1982,0.2425793469,-0.257365969
001016,1983,0.1937959577,-0.161047937
001016,1984,0.2261434371,-0.146359946
001016,1985,0.2708171475,-0.256832582
001016,1986,0.2420042262,-0.206654489
001016,1987,0.3072579972,-0.385233442
001017,1968,0.5226835732,-0.504079405
001017,1969,0.6005988024,-0.615430677
001017,1970,0.4393955316,-0.458899935
001017,1971,0.424135937,-0.408878609
001017,1972,0.244467175,-0.32917984
001017,1973,0.2783970118,-0.254038267
001017,1974,0.3956811908,-0.392676194
001017,1975,0.2937986789,-0.288159322
001017,1976,0.0794525829,-0.04541249
001017,1977,0.0062815364,0.0394655545
001017,1978,0.284773895,-0.241366949
001017,1979,0.3300118015,-0.33364462
001017,1980,0.2101953488,-0.201302326
001017,1981,0.1753279737,-0.258035136
001017,1982,0.1652188471,-0.12360721
001017,1983,0.1379634256,-0.050124913
001017,1984,0.0063422667,0.0994197042
001017,1985,0.2244873993,-0.168835287
001017,1986,0.2752189463,-0.237149801
001017,1988,0.0499045279,-0.066483661
001017,1989,-0.16791381,0.097496572
001017,1990,-0.066808274,0.0807158952
001017,1991,-0.015537482,0.1061959179
001017,1992,-0.044992385,0.0268933158
001017,1993,-0.064333652,0.0787839251
001017,1994,-0.00053188,0.0173335739
001018,1974,0.0017315854,0.0062487648
001018,1975,0.0588235294,-0.196724844
001018,1976,-0.047008004,-0.016770423
001018,1977,-0.057660377,0.1180377358
001018,1978,0.0356400356,-0.084942085
001018,1979,0.1984169815,-0.436229538
001018,1980,-0.101572432,-0.661625962
001018,1981,0.0035084642,-0.193842645
001018,1982,0.0758354756,-0.063239075
001018,1983,0.0335806326,-0.011974489
001018,1984,-0.026014452,-0.22901612
001018,1985,0.0066653597,-0.158596354
001018,1986,-0.016290119,0.0622515272
001018,1987,-0.174467668,0.0096163281
001019,1970,0.1642851441,-0.135068253
001019,1971,0.0840507621,-0.036859894
001019,1972,0.0551117716,-0.001362313
001019,1973,0.0668704385,-0.033435219
001019,1974,0.0400584439,-0.000243516
001019,1975,0.0226217407,0.0291701393
001019,1976,-0.169421731,0.2098946997
001019,1977,-0.084400023,0.1255479572
001019,1978,-0.123751135,0.1665531335
001019,1979,-0.119383187,0.1607251423
001019,1980,-0.151731213,0.1923570146
001019,1981,-0.143723831,0.2166965735
001019,1982,-0.136535289,0.2446929423
001019,1983,-0.11424976,0.2221412723
001019,1984,-0.09499131,0.1794912308
001019,1985,0.1307865169,0.1458988764
001019,1987,-0.107739477,0.1600618929
001019,1988,-0.14946917,0.2430312222
001019,1989,-0.093527943,0.1739485308
001019,1990,-0.108943314,0.1883215719
001019,1992,-0.106558979,0.1631385831
001019,1993,-0.098096395,0.1650870798
001019,1994,-0.092904309,0.1502729112
001019,1995,-0.083108512,0.1315975303
001019,1996,-0.114768079,0.1516665216
001019,1997,-0.038219764,0.0791335896
001019,1999,-0.087302129,0.1222366266
001019,2000,-0.100277687,0.1610583142
001019,2001,-0.067424421,0.1108047214
001020,1964,0.1016847088,-0.098757825
001020,1965,0.1034105404,-0.082471927
001020,1966,0.1124756627,-0.091739622
;;;;
