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
| WEIGHT Statement |
The WEIGHT statement is used to perform weighted regression. The WEIGHT statement names a variable in the input data set whose values are relative weights for a weighted least squares fit. If the weight value is proportional to the reciprocal of the variance for each observation, the weighted estimates are the best linear unbiased estimates (BLUE).