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Examples
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The SYSLIN Procedure
Overview
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
Functional Summary
PROC SYSLIN Statement
BY Statement
ENDOGENOUS Statement
IDENTITY Statement
INSTRUMENTS Statement
MODEL Statement
OUTPUT Statement
RESTRICT Statement
SRESTRICT Statement
STEST Statement
TEST Statement
VAR Statement
WEIGHT Statement
Details
Input Data Set
Estimation Methods
ANOVA Table for Instrumental Variables Methods
The R-Square Statistics
Computational Details
Missing Values
OUT= Data Set
OUTEST= Data Set
OUTSSCP= Data Set
Printed Output
ODS Table Names
ODS Graphics
Examples
Klein’s Model I Estimated with LIML and 3SLS
Grunfeld’s Model Estimated with SUR
Illustration of ODS Graphics
References
Examples: SYSLIN Procedure
Klein’s Model I Estimated with LIML and 3SLS
Grunfeld’s Model Estimated with SUR
Illustration of ODS Graphics
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