Hi SAS users, I would like to use SAS in my thesis analysis and I am facing few issues with respect to panel data analysis. The xtgls command in STATA offers many error correction options (AR1, hetero, IID, across panels correlation, within panel correlation..etc) and I wonder if there is any SAS equivalent procedure like xtgls. Thanks ... View more

Hi SAS users, I have uploaded data from Bloomberg and the data is sorted in a columns as follow Company1 Company2 Company2022 Data1-1 X1-1 (these are numbers for Tobin's Q) Date2-1 X2-1 (these are numbers for Tobin's Q) Date2022-1 X2022-1 Date1-2 Y1-2 Date2-2 Y2-2 Date2022-2 Y2022-2 Date1-3 Z1-3 Date2-3 Z2-3 Date2022-3 Y2022-3 I would like to sort the data this way CompanyName Tobin'sQ Date Company1 X1-1 Date1-1 Company1 Y1-2 Date1-2 Company1 Z1-3 Date1-3 Company2 X2-1 Date2-1 ---- ---- ---- Compnay2022 Y2022-3 Date2022-3 I have tried Proc Transpose but it will not produce the desired results. Would arrays help? if so how. Any ideas are welcome. Thank you ... View more