|Date: ||Fri, 1 Jul 2005 16:22:27 -0400|
|Reply-To: ||Peter Larsen <phlarsen@YAHOO.COM>|
|Sender: ||"SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>|
|From: ||Peter Larsen <phlarsen@YAHOO.COM>|
|Subject: ||Proc MIXED|
I need some guidance on how to setup and interpret results from the PROC
I have the following model of sector-level production: Q (i.e. sector
output) is a fcn of (capital, labor, energy). The input data is a panel
data set with cross sections of year and U.S. state. The error structure of
the data is best modeled with an AR(1) process AND heterscedasticity. So
far, I have the following code to make this data stationary (and non-biased
proc mixed data=modeldata;
class state year;
model LN_Q = LN_KAP LN_E LN_L /s;
repeated /type=ar(1) subject=fips group=fips;
1) I still don't understand what the group, subject, and class statements
are really doing in PROC MIXED. Considering the structure of my panel, is
the above code correct? All I'm trying to do is to account for state
effects and year effects in the error term.
2) How do I generate estimated coefficients for KAP, E, and L as well as fit
statistics. All I can see for output choices are covariance parameters,
etc. All I really want is the beta hats...
Any help is greatly appreciated.
Have a great weekend. I'll be working on this.