The SIMLIN Procedure |

OUTEST= Data Set |

The OUTEST= data set contains all the variables read from the EST= data set. The variables in the OUTEST= data set are as follows.

the BY statement variables, if any

_TYPE_, a character variable that identifies the type of observation

_DEPVAR_, a character variable containing the name of the dependent variable for the observation

the endogenous variables

the lagged endogenous variables

the exogenous variables

INTERCEPT, a numeric variable containing the intercept values

_MODEL_, a character variable containing the name of the equation

_SIGMA_, a numeric variable containing the estimated error variance of the equation (output only if present in the EST= data set)

The observations read from the EST= data set that supply the structural coefficients are copied to the OUTEST= data set, except that the signs of endogenous coefficients are reversed. For these observations, the _TYPE_ variable values are the same as in the EST= data set.

In addition, the OUTEST= data set contains observations with the following _TYPE_ values:

- REDUCED
the reduced form coefficients. The endogenous variables for this group of observations contain the inverse of the endogenous coefficient matrix

**G**. The lagged endogenous variables contain the matrix =**G****C**. The exogenous variables contain the matrix =**G****B**.- IMULT
*i* the interim multipliers, if the INTERIM= option is specified. There are

*gn*observations for the interim multipliers, where*g*is the number of endogenous variables and*n*is the value of the INTERIM=*n*option. For these observations the _TYPE_ variable has the value IMULT*i*, where the interim number*i*ranges from 1 to*n*.The exogenous variables in groups of

*g*observations that have a _TYPE_ value of IMULT*i*contain the matrix**D**of multipliers at interim*i*. The endogenous and lagged endogenous variables for this group of observations are set to missing.- TOTAL
the total multipliers, if the TOTAL option is specified. The exogenous variables in this group of observations contain the matrix (

**I**-**D**). The endogenous and lagged endogenous variables for this group of observations are set to missing.

Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.