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The SIMLIN Procedure

Computing the Reduced Form

First, the SIMLIN procedure computes reduced form coefficients by premultiplying by :


This can be written as


where = C and = B are the reduced form coefficient matrices.

The reduced form matrices = C and = B are printed unless the NORED option is specified in the PROC SIMLIN statement. The structural coefficient matrices G, C, and B are printed when the ESTPRINT option is specified.

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