Hi, Thank you for your answer. I added the code you suggested to the end of the proc panel statement, but this time it returned with two errors: "Variable TS is not on file WORK.GAS" and "No data set open to look up variables". My data actually an open access stata file(.dta) so I used the following code to import it to SAS: %web_drop_table(work.gas); filename gas "/home/u37951485/gasoline4.dta"; run; proc import datafile=gas dbms=dta out=work.gas; run; %web_open_table(work.gas); My panel procedure is: proc panel data=work.gas (here your suggested extension); id country year; model lgasconspc=lgasp co2int annual_temp /fixone; run; The interesting thing is that I can estimate the model with proc reg without any errors. İn Stata, I also can estimate the model even though it is an unbalanced panel without any problems. I have read on SAS support that proc panel procedure would simply ignore the misssing values and estimate the model. But it does not. What is the problem or what am I doing wrong?
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