Newsgroups: bit.listserv.sas-l
Date:         Mon, 20 Jul 1992 15:45:00 EST
Reply-To:     Sally Muller <UNCSM1@UNC.BITNET>
From:         Sally Muller <UNCSM1@UNC.BITNET>
Subject:      TSCSREG available for PC SAS 6.04

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SUMMARY:  TSCSREG available for PC SAS 6.04
REL/PLTF: 6.04 PC SAS
E-ADDR:   uncsm1@unc.bitnet
NAME:     Sally Muller
PH/ADDR:  919-962-6501  OIT CB#3455, UNC, Chapel Hill NC 27514
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Hey SAS-Lers!
Looks like Paul OldenKamp may get his wish....long live PC/SAS!
If you want it all you have to do is contact the Statistics group
in SI Technical Support at 919-677-8008. Thanks to Dave Delong and
Eddie Routen at SAS for making this available....


ANNOUNCING THE RELEASE OF EXPERIMENTAL ENHANCEMENTS TO THE
            PC SAS/ETS TSCSREG PROCEDURE (6.04)

Please note that you must be licensed for SAS/ETS for the TSCSREG
procedure to execute.  As with all experimental modules this
procedure should be used with caution.  Although it has been
tested as part of the development process, it has not gone
through the SAS Institute Quality Assurance testing process.

The TSCSREG (Time Series Cross-Section Regression) procedure
analyzes a class of linear econometric models that commonly arise
when combining time series and cross-sectional data.  The TSCSREG
procedure deals with panel data on each of several cross
sectional units.  This procedure allows the user to estimate the
regression parameters of the specified model under one or more of
the following three common error structures:

-- a variance components (or error components) model using the
   Fuller and Battese method of estimation (this is the default);

-- a first-order autoregressive model with contemporaneous
   correlation using the Parks method of estimation;

-- a mixed variance-component moving-average error process using
   the DaSilva method of estimation.

Using PROC TSCSREG Statements

The input data set used by the TSCSREG procedure must be sorted
by cross sections and by time within each cross section.  The
variables that identify the cross section and the time period
for each observation must be listed on an ID statement.
Alternatively, one could use the TS= and CS= options in the
PROC TSCSREG statement to specify the number of time series (TS)
observations in each cross section and the number of cross
sections (CS) in the data set.

The regression model is specified with a MODEL statement just as
in other SAS regression analysis procedures.  The reason for
using PROC TSCSREG instead of other SAS regression procedures is
to be able to incorporate a model for the structure of the random
errors.

( Here we put the files on our mainframe for downloading.)

SASTSCSR.EXE is the executable file containing the TSCSREG
procedure.  Once downloaded, the TSCSREG procedure can be
installed by copying SASTSCSR.EXE into your SASSASEXEETS
subdirectory.

In addition, these new DATA step functions are available:

       *  UWUAIRY.EXE  the airy function
       *  UWUCNONC.EXE Chi-square noncentrality function
       *  UWUDAIRY.EXE derivative of the airy function
       *  UWUIBESS.EXE modified bessel function
       *  UWUJBESS.EXE Bessel function
       *  UWUPROBB.EXE bivariate normal function
       *  UWUTNONC.EXE t noncentrality function
       *  UWUFNONC.EXE f noncentrality function                           ,

To install these new DATA step functions, copy these executable
modules to the CORE subdirectory that is referenced in your
CONFIG.SAS file.

TSCSREG1.SAS, TSCSREG1.LST and TSCSREG1.LOG are the sample
program, resulting listing and log files for the TSCSREG
procedure.  These files can be viewed and/or downloaded also.
Preliminary documentation is available from SI anyone wanting to
use this proc will need this documentation.
Comments: Gated by NETNEWS@AUVM.AMERICAN.EDU