The TSCSREG Procedure
Functional Summary
The statements and options used with the TSCSREG procedure are summarized in Table 1.
Table 1: Functional Summary
| Description | Statement | Option |
|---|---|---|
| Data Set Options | ||
| Specify the input data set | PROC TSCSREG | DATA= |
| Write parameter estimates to an output data set | PROC TSCSREG | OUTEST= |
| Include correlations in the OUTEST= data set | PROC TSCSREG | CORROUT |
| Include covariances in the OUTEST= data set | PROC TSCSREG | COVOUT |
| Specify number of time series observations | PROC TSCSREG | TS= |
| Specify number of cross sections | PROC TSCSREG | CS= |
| Declaring the Role of Variables | ||
| Specify BY-group processing | BY | |
| Specify the cross section and time ID variables | ID | |
| Printing Control Options | ||
| Print correlations of the estimates | MODEL | CORRB |
| Print covariances of the estimates | MODEL | COVB |
| Suppress printed output | MODEL | NOPRINT |
| Perform tests of linear hypotheses | TEST | |
| Model Estimation Options | ||
| Specify the one-way fixed-effects model | MODEL | FIXONE |
| Specify the two-way fixed-effects model | MODEL | FIXTWO |
| Specify the one-way random-effects model | MODEL | RANONE |
| Specify the two-way random-effects model | MODEL | RANTWO |
| Specify Da Silva method | MODEL | DASILVA |
| Specify Fuller-Battese method | MODEL | FULLER |
| Specify Parks method | MODEL | PARKS |
| Specify order of the moving-average error process for Da Silva method | MODEL | M= |
Print  matrix for Parks method | MODEL | PHI |
| Print autocorrelation coefficients for Parks method | MODEL | RHO |
| Suppress the intercept term | MODEL | NOINT |
| Control check for singularity | MODEL | SINGULAR= |
Last updated: December 20, 2021