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Date:         Tue, 18 May 1999 15:15:51 -0700
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
Subject:      adjustment for spatial covariance matrix
Content-type: text/plain

Hi there:

I am trying to run a regression using a panel data set (N>>T), in which I found there are strong spatial correlations. It seems that the covariance estimation in the ETS/TSCSREG procedure is invalid because the N is much greater than T. Is there anyone knowing how to adjust the spatial covariance matrix in a cross-section or panel analysis? Also, I would like to know whether a dynamic panel analysis can be conducted in SAS or not.

Any macro/program code, or advice are greatly appreciated.


X.B. Zhang

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