Programming the statistical procedures from SAS

Unbalanced panel data with unequal time intervals

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Unbalanced panel data with unequal time intervals

Hi Everybody!

 

I have an unbalanced panel data which I want to analyze with proc var or proc varmax. However, proc timeseries won't work for my  data because I need to customize the interval command. The difference between each pair of observation in my data set varies. for one ID, one pair may have 2 years time inteval for another pair it might be 1 year. How can I customize the the interval? I'd appreciate it your comments! Thanks

Sample data :

ID         BBB    date id 

59010 16  02-Jan-2007 
59010 16 03-Jan-2013
59010 16 04-Jan-2007 
59010 16 05-Jan-20011
59010 16 06-Jan-2007 
59010 16 07-Jan-2007 
59010 16 08-Jan-2007 
59010 16 09-Jan-2007 
59010 16 10-Jan-2007 
59010 16 11-Jan-2007 
6666 16 12-Jan-2007 
6666 16 13-Jan-2007 
6666 16 14-Jan-2007 
6666 16 15-Jan-2007 
6666 16 16-Jan-2007 
6666 16 17-Jan-2010 
6666 16 18-Jan-2007 
6666 16 19-Jan-2007 
6666 16 20-Jan-2009
9999 16 21-Jan-2007 
9999 16 22-Jan-2008

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