Notation

The TSCSREG Procedure

Notation

The discussion here is in the context of the usual panel structure,

$y_{it}=\sum_{k=1}^K{x_{itk}{\beta}_{k}} + u_{it} \hspace*{1em} i=1,{ ... }N;\hspace*{1em} t=1, { ... }T_{i}$

with the specification of u_it dependent on the particular model. The total number of observations ${M= {\sum}^{N}_{i=1}T_{i}}$ . For the balanced data case, T_i = T for all i. The M × M covariance matrix of u_it is denoted by V. Let X and y be the independent and dependent variables arranged by cross section and by time within each cross section. Let X_s be the X matrix without the intercept. Generally, all other notation is specific to each section.

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