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The SYSLIN Procedure

Functional Summary

The SYSLIN procedure statements and options are summarized in the following table.

Description

Statement

Option

Data Set Options

   

specify the input data set

PROC SYSLIN

DATA=

specify the output data set

PROC SYSLIN

OUT=

write parameter estimates to an output data set

PROC SYSLIN

OUTEST=

write covariances to the OUTEST= data set

PROC SYSLIN

OUTCOV

   

OUTCOV3

write the SSCP matrix to an output data set

PROC SYSLIN

OUTSSCP=

Estimation Method Options

   

specify full information maximum likelihood estimation

PROC SYSLIN

FIML

specify iterative SUR estimation

PROC SYSLIN

ITSUR

specify iterative 3SLS estimation

PROC SYSLIN

IT3SLS

specify K-class estimation

PROC SYSLIN

K=

specify limited information maximum likelihood estimation

PROC SYSLIN

LIML

specify minimum expected loss estimation

PROC SYSLIN

MELO

specify ordinary least squares estimation

PROC SYSLIN

OLS

specify seemingly unrelated estimation

PROC SYSLIN

SUR

specify two-stage least squares estimation

PROC SYSLIN

2SLS

specify three-stage least squares estimation

PROC SYSLIN

3SLS

specify Fuller’s modification to LIML

PROC SYSLIN

ALPHA=

specify convergence criterion

PROC SYSLIN

CONVERGE=

specify maximum number of iterations

PROC SYSLIN

MAXIT=

use diagonal of S instead of S

PROC SYSLIN

SDIAG

exclude RESTRICT statements in final stage

PROC SYSLIN

NOINCLUDE

specify criterion for testing for singularity

PROC SYSLIN

SINGULAR=

specify denominator for variance estimates

PROC SYSLIN

VARDEF=

Printing Control Options

   

print all results

PROC SYSLIN

ALL

print first-stage regression statistics

PROC SYSLIN

FIRST

print estimates and SSE at each iteration

PROC SYSLIN

ITPRINT

print the reduced form estimates

PROC SYSLIN

REDUCED

print descriptive statistics

PROC SYSLIN

SIMPLE

print uncorrected SSCP matrix

PROC SYSLIN

USSCP

print correlations of the parameter estimates

MODEL

CORRB

print covariances of the parameter estimates

MODEL

COVB

print Durbin-Watson statistics

MODEL

DW

print Basmann’s test

MODEL

OVERID

plot residual values against regressors

MODEL

PLOT

print standardized parameter estimates

MODEL

STB

print unrestricted parameter estimates

MODEL

UNREST

print the model crossproducts matrix

MODEL

XPX

print the inverse of the crossproducts matrix

MODEL

I

suppress printed output

MODEL

NOPRINT

suppress all printed output

PROC SYSLIN

NOPRINT

Model Specification

   

specify structural equations

MODEL

 

suppress the intercept parameter

MODEL

NOINT

specify linear relationship among variables

IDENTITY

 

perform weighted regression

WEIGHT

 

Tests and Restrictions on Parameters

   

place restrictions on parameter estimates

RESTRICT

 

place restrictions on parameter estimates

SRESTRICT

 

test linear hypothesis

STEST

 

test linear hypothesis

TEST

 

Other Statements

   

specify BY-group processing

BY

 

specify the endogenous variables

ENDOGENOUS

 

specify instrumental variables

INSTRUMENTS

 

write predicted and residual values to a data set

OUTPUT

 

name variable for predicted values

OUTPUT

PREDICTED=

name variable for residual values

OUTPUT

RESIDUAL=

include additional variables in matrix

VAR

 
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