The SYSLIN Procedure |
Functional Summary |
The SYSLIN procedure statements and options are summarized in the following table.
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Description |
Statement |
Option |
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Data Set Options |
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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 |
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write the SSCP matrix to an output data set |
PROC SYSLIN |
OUTSSCP= |
Estimation Method Options |
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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 |
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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 |
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specify structural equations |
MODEL |
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suppress the intercept parameter |
MODEL |
NOINT |
specify linear relationship among variables |
IDENTITY |
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perform weighted regression |
WEIGHT |
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Tests and Restrictions on Parameters |
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place restrictions on parameter estimates |
RESTRICT |
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place restrictions on parameter estimates |
SRESTRICT |
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test linear hypothesis |
STEST |
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test linear hypothesis |
TEST |
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Other Statements |
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specify BY-group processing |
BY |
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specify the endogenous variables |
ENDOGENOUS |
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specify instrumental variables |
INSTRUMENTS |
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write predicted and residual values to a data set |
OUTPUT |
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name variable for predicted values |
OUTPUT |
PREDICTED= |
name variable for residual values |
OUTPUT |
RESIDUAL= |
include additional variables in matrix |
VAR |
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