[讨论]怎么在SAS中进行panel数据分析

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

<P>怎么在SAS中进行panel数据分析</P>

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏5 回帖

关键词：panel数据 Panel pane 数据分析 数据分析专题 数据处理 数据分析软件 数据分析报告 面板数据分析 excel数据分析 数据分析方法 项目数据分析

Among those statistical packages that excel in programs for panel data analysis are LIMDEP, STATA, and SAS. Although all three packages have procedures dedicated to panel data analysis, LIMDEP and STATA appear to have a particularly rich variety of panel analytic procedures. All three packages have fixed and random effects models, can handle balanced or unbalanced panels, and have one- or two-way random and fixed effects models. Although LIMDEP and STATA have the both Hausman and Sargan tests for specification, SAS has only the Hausman specification test. Both LIMDEP and STATA have the Hausman and Taylor estimator for random effects. All three packages have procedures that can correct for autocorrelation in the models. LIMDEP and STATA have Arellano, Bond and Bover's estimator for dynamic panel models, whereas SAS uses the Parks method. LIMDEP, STATA, and SAS procedures can handle groupwise heteroskedasticity in the random effects model. LIMDEP and STATA have the Hildreth, Houck, and Swamy random coefficients model. Stata has xtreg for performing a random coefficient analysis with only a random intercept. When more than one random coefficient has to be analyzed, one can use the gllamm (generalized linear latent and mixed models) procedure (Twisk, 2003). SAS can perform this kind of analysis with its Mixed procedure. STATA and LIMDEP have procedures for panel corrected standard errors. SAS has a variance component moving average (De Silva) procedure.

http://www.nyu.edu/its/pubs/connect/fall03/yaffee_primer.html

References

Davidson, R. and MacKinnon, J.G. (1993). Estimation and Inference in Econometrics. New York: Oxford University Press, pp. 320, 323.

Greene, W. H. (2002). LIMDEP, version 8.0. Econometric Modeling Guide, Vol 1. Plainview, NY: Econometric Software, Inc., pp.E14-9 - E14-11.

Greene, W. H. (2003). Econometric Analysis. 5th ed. Upper Saddle River: Prentice Hall, pp. 285, 291, 293, 304.

Greenberg, D. Longitudinal Data Analysis, personal communication, September 6, 2003, referring to the research of Nathaniel Beck.

Gujarati, D. (2003). Basic Econometrics. 4th ed. New York: McGraw Hill, pp. 638-640.

Greene, W. H. (2003). LIMDEP Version 8 Econometric Modeling Guide, Vol. 1. Plainview, NY: Econometric Software, pp. E8_1-E8_98; E8_26-E8_30.

Powell, J. and Chay, K. (2003). Semiparametric Censored Regression Models. Downloaded from World Wide Web, September 21, 2003) from http://elsa.berkeley.edu/~kenchay/ftp/binresp/jepfinal.pdf.

SAS Institute (1999). SAS User's Guide, Version 8. Vol 2. Cary, NC: SAS Institute. pp. 1111, 1113, 1114.

Sayrs, L. (1989). Pooled Time Series Analysis. Newbury Park, Ca: Sage, pp.10, 32.

Stata (2003). Cross-Sectional Time Series. College Station, Texas: Stata Press, pp. 10, 62, 93, 224.

Twisk, Jos. W. (2003). Applied Longitudinal Data Analysis for Epidemiology. New York: Cambridge University Press. pp. 250-251.

Woolridge, J. (2002). Econometric Analysis of Cross-Section and Panel Data. MIT Press, pp. 130, 279, 420-449.

[此贴子已经被作者于2005-5-18 5:46:44编辑过]

Longitudinal and Panel Data: Analysis and Applications for the Social Sciences

	SAS	Stata	R	Chapter Title
Chapter 1	Divorce Analysis	Divorce Analysis	Divorce Analysis	Introduction
Chapter 2	Medicare Analysis	Medicare Analysis	Medicare Analysis	Fixed Effects Models
Section 2.4.3	*Influence Diagnostics
Section 2.4.4	*Cross-Sectional Correlations
Chapter 3	Taxprep Analysis	Taxprep Analysis	Taxprep Analysis	Models with Random Effects
Chapter 4 Section 4.1	ANOVA Model Predictions			Prediction and Bayesian Inference
Section 4.5	Lottery Exploration	Lottery Exploration	Lottery Exploration
Section 4.5	*Lottery In-Sample Analysis	Lottery In-Sample Analysis	Lottery In-Sample Analysis
Section 4.5	Lottery Out-of-Sample Analysis
Section 4.5	*Lottery Forecasting
Chapter 5 Section 5.2	Dental Analysis	Dental Analysis	Dental Analysis	Multilevel Models
Chapter 6 Section 6.2 & 6.3		Taxprep Endogeneity Analysis Arellano-Bond Linear, Dynamic Panel Data Estimator		Stochastic Regressors
Chapter 7	Taxprep Analysis	Taxprep Analysis	Taxprep Analysis	Modeling Issues
Chapter 8 Section 8.6	Insurance Beta	Insurance Beta	Insurance Beta	Dynamic Models
Section 8.6	*CAPM Kalman Filter Estimation
Section 8.6	*CAPM Prediction
Chapter 9	Tax Preparer	Tax Preparer	Tax Preparer	Binary Dependent Variables
Chapter 10	Tort Filings	Tort Filings	Tort Filings	Generalized Linear Models
Chapter 11	Yogurt Choice Tax Preparer Choice	Yogurt Choice	Yogurt Choice	Categorical Dependent Variables and Survival Models
Supplemental Information	Summary of Commands	Summary of Commands	Summary of Commands

• Analysis of Longitudinal Data by Patrick Heagerty
• Mixed Models : Theory and Applications (Wiley Series in Probability and Statistics) by Eugene Demidenko
• Event History Modeling : A Guide for Social Scientists (Analytical Methods for Social Research) by Janet M. Box-Steffensmeier
• Econometric Analysis of Panal Data by Badi H. Baltagi
• Applied Longitudinal Data Analysis for Epidemiology : A Practical Guide by Jos W. R. Twisk

• Longitudinal and Panel Data : Analysis and Applications in the Social Sciences by Edward W. Frees

[此贴子已经被作者于2005-5-18 5:49:03编辑过]

• Analysis of Panel Data by Cheng Hsiao
• Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence by Judith D. Singer
• Generalized Latent Variable Modeling: Multilevel, Longitudinal, and Structural Equation Models by Anders Skrondal
• Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
• Applied Longitudinal Analysis (Wiley Series in Probability and Statistics) by Garrett Fitzmaurice
• Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge

Lecture Notes for B203 Cross-Section, Time-Series and Panel Data ...

Dynamic Panel Data Models and Cross-Country Studies in ...

多谢，有这么多的好东西！

good!