The SYSLIN Procedure
- Overview
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Getting Started
An Example Model Variables in a System of Equations Using PROC SYSLIN OLS Estimation Two-Stage Least Squares Estimation LIML, K-Class, and MELO Estimation SUR, 3SLS, and FIML Estimation Computing Reduced Form Estimates Restricting Parameter Estimates Testing Parameters Saving Residuals and Predicted Values Plotting Residuals -
Syntax
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Details
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Examples
- References
| MODEL Statement |
The MODEL statement regresses the response variable on the left side of the equal sign against the regressors listed on the right side.
Models can be given labels. Model labels are used in the printed output to identify the results for different models. Model labels are also used in SRESTRICT and STEST statements to refer to parameters in different models. If no label is specified, the response variable name is used as the label for the model. The model label is specified as follows:
label : MODEL ...;
The following options can be used in the MODEL statement after a slash (/).
- ALL
specifies the CORRB, COVB, DW, I, OVERID, PLOT, STB, and XPX options.
- ALPHA=value
specifies the
parameter for Fuller’s modification to the LIML estimation method. See the section Fuller’s Modification to LIML for details. - CORRB
prints the matrix of estimated correlations between the parameter estimates.
- COVB
prints the matrix of estimated covariances between the parameter estimates.
- DW
prints Durbin-Watson statistics and autocorrelation coefficients for the residuals. If there are missing values,
is calculated according to Savin and White (1978). Use the DW option only if the data set to be analyzed is an ordinary SAS data set with time series observations sorted in time order. The Durbin-Watson test is not valid for models with lagged dependent regressors. - I
prints the inverse of the crossproducts matrix for the model,
. If restrictions are specified, the crossproducts matrix printed is adjusted for the restrictions. See the section Computational Details for details. - K=value
- NOINT
- NOPRINT
- OVERID
prints Basmann’s (1960) test for over identifying restrictions. See the section Overidentification Restrictions for details.
- PLOT
plots residual values against regressors. A plot of the residuals for each regressor is printed.
- STB
prints standardized parameter estimates. Sometimes known as a standard partial regression coefficient, a standardized parameter estimate is a parameter estimate multiplied by the standard deviation of the associated regressor and divided by the standard deviation of the response variable.
- UNREST
prints parameter estimates computed before restrictions are applied. The UNREST option is valid only if a RESTRICT statement is specified.
- XPX
prints the model crossproducts matrix,
. See the section Computational Details for details.