Standard deviation of parameters from PROC PANEL

[oyho]

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

[PeterClemmensen · Accepted solution]

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."

[oyho]

Thanks.


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


best

oyho

[PeterClemmensen]

No problem, glad you found your answer 🙂