Automatic Mean Parameters among Exogenous Variables

If the names of any exogenous manifest variables in the LINEQS model are not included in the MEAN statement, the means of those exogenous manifest variables are assumed to be parameters to estimate. These parameters will be named automatically with the prefix _Add and appended with integer suffixes. However, all other mean parameters other than those for exogenous manifest variables are fixed zeros by default unless they are specified otherwise in the MEAN statement. In addition, all intercept parameters are assumed to be fixed zeros, unless they are specified otherwise in the LINEQS statement.

Modifying a Parameter Specification from a Reference Model

If you define a new FACTOR, LINEQS, or PATH model by using a reference (or base) model in the REFMODEL statement, in some situations you might want to modify some parameter specifications from the MEAN statement of the reference model before transferring the specifications to the new model. If you want to change a particular MEAN parameter specification from the reference model, you can simply put the corresponding parameter location with a new parameter specification in the new model. If you want to delete a particular parameter location from the reference model, you can put that parameter location with the missing value '.' in the new model. For example, suppose you are defining a new LINEQS model by using the REFMODEL statement and the mean of variable F1 is defined as a fixed or free parameter in the reference model. If you do not want this parameter specification to be copied into your new model, you can use the following specification in the new model:

   mean F1 = .;

Notice that the missing value syntax is valid only when you use with the REFMODEL statement. See the section Modifying a FACTOR Model from a Reference Model for a more detailed example of FACTOR model respecification. See the section Modifying a LINEQS Model from a Reference Model for a more detailed example of LINEQS model respecification. See the section Modifying a PATH Model from a Reference Model for a more detailed example of PATH model respecification.

In LINEQS models, all means of exogenous manifest variables are free parameters to estimate unless you specify otherwise in the MEAN statement (see the section Automatic Mean Parameters among Exogenous Variables). This is also true for LINEQS models specified under the REFMODEL statement. In the reference model, mean parameters generated by PROC TCALIS are named with the _Add prefix and appended with integer suffixes. These parameter specifications in the reference model do not transfer to the new model. Only after the new model is resolved from the reference model, the REFMODEL statement options, the RENAMEPARM statement options, and model respecifications are the additional mean parameters with the _Add prefix generated for the remaining unspecified means of exogenous manifest variables. In this way, the generated mean parameters for the exogenous mainfest variables in the new model are not constrained to be the same as the corresponding means in the reference model. If you want any of these mean parameters to be constrained across the models, you must specify them explicitly in the MEAN statement of the reference model so that the constrained mean specifications are transferred to the new model.