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Date:         Tue, 20 Jul 2004 17:21:45 +0200
Reply-To:     Adelina Gschwandtner <adelina.gschwandtner@UNIVIE.AC.AT>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Adelina Gschwandtner <adelina.gschwandtner@UNIVIE.AC.AT>
Subject:      Panel Estimation
Content-Type: text/plain; charset=ISO-8859-15; format=flowed

Hello everybody!

I have used PROC NLMIXED for a panel of 88 companies, each having 23 observations. So in sum I have 2024 observations. I have used the following code:

proc nlmixed data=in.stat50725u; eta = a1 + b1*LP1; model profmed ~ normal(eta, v); estimate 'lrpp' a1/(1-b1); run;

Now a colleague tells me that this might be wrong because in panels there might be problems with OLS and I should use the ARELLANO-BOND method?!!

Is this correct? Is it wrong to use PROC NLMIXED in panels???

If this should be true does anyone know a method for panel estimation or a syntax for the Arrelano-Bond method?

Many thanks for any hint, Adelina.

-- ?`?,??,?`?,??,?`?,??,?`??`?,??,

ADELINA GSCHWANDTNER DR.

University of Vienna Department of Economics BWZ, Bruennerstr.72 Tel:(00431) 4277 37480 A-1210 Vienna Fax:(00431) 4277 37498

Adelina.Gschwandtner@univie.ac.at

http://www.univie.ac.at/Wirtschaftswissenschaften/gschwand/

?`?,??,?`?,??,?`?,??,?`??`?,??,


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