Programming the statistical procedures from SAS

Standard deviation of parameters from PROC PANEL

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Occasional Contributor
Posts: 6
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Standard deviation of parameters from PROC PANEL

Dear all

 

I am running several models in PROC PANEL (9.4) and would like the results gathered in a table without needing to read all of the result viewer. The parameter values do appear on the outest-file, but I have found no keyword to make the standar deviations appear as well. For sake of comparison, in PROC REG, the option OUTSEB does precisely what I need, but is unknown in PROC PANEL.   

 

My code is as follows with &d being a local macro variable and &n_prod a global one:

 

proc panel data = panel0_&d outest = est_pnl0&d;
id idbruk rt;
psqt&d: model psqt = t_panel y_midl1-y_midl&n_prod / rantwo vcomp = nl;
aav&d: model aav = t_panel y_midl1-y_midl&n_prod / rantwo vcomp = nl;
run;

 

best 

Øyvind


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‎02-15-2018 04:26 PM
PROC Star
Posts: 1,283

Re: Standard deviation of parameters from PROC PANEL

Use the COVOUT option in your PROC PANEL Statement. 

 

As the documentation says, it:

 

"writes the standard errors and covariance matrix of the parameter estimates to the OUTEST= data set."

 

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‎02-15-2018 04:26 PM
PROC Star
Posts: 1,283

Re: Standard deviation of parameters from PROC PANEL

Use the COVOUT option in your PROC PANEL Statement. 

 

As the documentation says, it:

 

"writes the standard errors and covariance matrix of the parameter estimates to the OUTEST= data set."

 

Occasional Contributor
Posts: 6

Re: Standard deviation of parameters from PROC PANEL

Thanks.


Actually, I did not doubt that it was documented somewhere, I was only unable to find it.


best

oyho
PROC Star
Posts: 1,283

Re: Standard deviation of parameters from PROC PANEL

No problem, glad you found your answer Smiley Happy

☑ This topic is solved.

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