Hi everyone
I want to do a regression analysis with random effects on a panel dataset. I know it is possible with the help of the 'proc panel'-procedure, but unfortunately I don't have that package. Is it possible to do this without the 'proc panel'-procedure?
To those who are familiar with R, I want to do something similar with:
"data("Produc", package = "plm")
zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
data = Produc, index = c("state","year"))
summary(zz)"
Thanks in advance 😀
Hello,
If you do NOT have the SAS/ETS PROC PANEL ,
You won't have the SAS Econometrics PROC CPANEL either , I believe.
Then you can work with PROC MIXED or PROC GLIMMIX or PROC NLMIXED (all SAS/STAT).
The results will be the "same" , ... with slight variations because of different estimation algorithms!
Let us know if you cannot figure it out.
Cheers,
Koen
Hi sbxkoenk
Thanks for your help! 😀
You are right, I don't have the SAS/ETS-package.
How would you "translate" the following PROC PANEL to one of the mentioned procedures?
proc panel data=data;
id id t;
model lwage = exp exp2 wks ed /ranone;
run;
Hello,
Here are two SAS usage notes about using PROC MIXED for panel data
(well, for the 1st one PROC MIXED is not the primary focus, but it is covered) :
Usage Note 22114: Analyzing unbalanced panel data using PROC PANEL or PROC TSCSREG
https://support.sas.com/kb/22/114.html
PROC MIXED can be used as an alternative to the Parks method as discussed in the following note:
Estimating a model using the Parks method with unbalanced panel data
https://support.sas.com/kb/22/115.html
Remark : The estimates from PROC MIXED will not be identical to those from PROC PANEL since they use different methods — PROC PANEL uses Seely's method while PROC MIXED uses REML.
Koen
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