Hi, This is my first post on this forum. I have a question specific to performing panel data regression in SAS. My data structure is three dimensional i.e. Country1, Country2 forms the cross-section and time series. I'd like to include variables that can explain country1 specific effect, country2 specific effect and country1-country2 relationship effects. For this I have decided to use panel data analysis having three dimension. But i donot know how to include the second cross-section into the ID statement to identify the two dimensions of cross-section. Please reply if any part of the problem statement is unclear. I'll try to add more information if required. Any help will be highly appreciated. Thanks!
... View more