Hello,
I use balance panel with 22 cross section units and 9 years.
When I apply first difference method to my model, it should be 22*(9-1) = 176 observations applied to estimate the model.
I use the following procedure:
proc panel data= ex1; id cross time; model y= d2001 d2002 d2003 d2004 d2005 d2006 d2007 dfemale /fdone ; run;
I understand that SAS use 167 observations to estimate the model (Consider from Den DF in the output below). When I use other software, it uses 176 observations as I expected and this make the SAS results different from other softwares.
What wrong to my SAS code?
Thank You.
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