The SYSLIN Procedure
- Overview
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Getting Started
An Example ModelVariables in a System of EquationsUsing PROC SYSLINOLS EstimationTwo-Stage Least Squares EstimationLIML, K-Class, and MELO EstimationSUR, 3SLS, and FIML EstimationComputing Reduced Form EstimatesRestricting Parameter EstimatesTesting ParametersSaving Residuals and Predicted ValuesPlotting Residuals -
Syntax
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Details
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Examples
- References
OUTSSCP= Data Set
The OUTSSCP= option produces a TYPE=SSCP output SAS data set that contains sums of squares and cross products. The data set contains all variables used in the MODEL, IDENTITY, and VAR statements. Observations are identified by the variable _NAME_.
The OUTSSCP= data set can be useful when a large number of observations are to be explored in many different SYSLIN runs. The sum-of-squares-and-crossproducts matrix can be saved with the OUTSSCP= option and used as the DATA= data set on subsequent SYSLIN runs. This is much less expensive computationally because PROC SYSLIN never reads the original data again. In the step that creates the OUTSSCP= data set, include in the VAR statement all the variables you expect to use.