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The SIMLIN Procedure |
Computing the Reduced Form |
First, the SIMLIN procedure computes reduced form coefficients by premultiplying by :
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This can be written as
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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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