Good morning, I am interested in exploring out-of-sample testing using SAS EG proc adaptivereg (SAS EG, 7.15 (7.100.5.5850, 64-bit) and the partition statement. However, I am running into a little difficulty. My input data set is a "skinny" and unbalanced panel (i.e., time series, cross section), and the partition statement seems to operate on an observation, or row, as opposed to a group. Applying the partition statement to the panel will ignore, it seems, the time dimension, which needs to be preserved. If my understanding is clear, any thoughts on how to get the partition statement to operate on a group (e.g., unique member id) as opposed to an observation or on any other ways to potentially navigate this obstacle? Thanks.
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