Documentation Example 11 for PROC CALIS
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/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: CALEX205 */
/* TITLE: Documentation Example 11 for PROC CALIS */
/* PRODUCT: STAT */
/* SYSTEM: ALL */
/* KEYS: LINEQS, measurement error models */
/* PROCS: CALIS */
/* DATA: */
/* */
/* SUPPORT: yiyung UPDATE: November 6, 2009 */
/* REF: PROC CALIS, Example 11 */
/* MISC: */
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data measures;
input x y;
datalines;
7.91736 13.8673
7.61290 12.9761
7.60608 12.8040
7.32266 13.2590
7.57418 13.2502
7.17199 13.1750
5.72741 11.3299
7.51832 12.3588
7.15814 13.1556
5.37445 9.6366
6.10807 11.7966
6.77190 11.6356
6.65642 12.8866
5.76977 10.7654
7.17305 13.3416
8.04604 14.5968
6.66033 12.5159
5.48877 11.2211
7.35485 13.8457
6.00419 11.7654
6.94139 12.2174
6.33328 11.7732
6.26643 11.9382
5.62881 11.5041
8.23123 13.9876
5.77692 11.5077
7.14944 12.4988
7.50323 13.3735
8.91648 14.4929
6.89546 13.1493
;
data multiple(type=cov);
input _type_ $ 1-4 _name_ $ 6-8 @10 y x1 x2 x3;
datalines;
mean 0.93 1.33 1.34 4.11
cov y 1.31 . . .
cov x1 1.24 1.42 . .
cov x2 0.21 0.18 1.15 .
cov x3 3.91 4.21 0.58 14.11
;
proc calis data=measures;
path
x <=== Fx = 1.,
Fx ===> Fy ,
Fy ===> y = 1.;
pvar
x = 0.019,
y = 0.022,
Fx Fy;
run;
proc calis data=measures;
lineqs
x = 1. * Fx + e1,
y = 1. * Fy + e2,
Fy = * Fx + d;
variance
e1 = 0.019,
e2 = 0.022,
Fx d;
run;
proc calis data=multiple nobs=37;
path
Fy <=== F1 F2 F3,
F1 ===> x1 = 1.,
F2 ===> x2 = 1.,
F3 ===> x3 = 1.,
Fy ===> y = 1.;
pvar
x1 x2 x3 y = .02 .03 .15 .02,
Fy;
pcov
x1 x2 = 0.01;
run;
proc calis data=multiple nobs=37;
lineqs
Fy = * F1 + * F2 + * F3 + d,
x1 = 1. * F1 + e1,
x2 = 1. * F2 + e2,
x3 = 1. * F3 + e3,
y = 1. * Fy + ey;
variance
e1-e3 ey = .02 .03 .15 .02,
d;
cov
e1 e2 = 0.01;
run;
proc calis data=multiple nobs=37;
path
Fy <=== F1 F2 F3,
F1 ===> x1 = 1.,
F2 ===> x2 = 1.,
F3 ===> x3 = 1.,
Fy ===> y = 1.;
pvar
x1 x2 x3 y = .02 .03 .15 .02;
pcov
x1 x2 = 0.01;
mean
x1-x3 y = 4 * 0.,
Fy F1-F3;
run;
proc calis data=multiple nobs=37;
lineqs
Fy = alpha * Intercept + b1 * F1 + b2 * F2 + b3 * F3 + d,
x1 = 0. * Intercept + 1 * F1 + e1,
x2 = 0. * Intercept + 1 * F2 + e2,
x3 = 0. * Intercept + 1 * F3 + e3,
y = 0. * Intercept + 1 * Fy + ey;
variance
e1-e3 ey = .02 .03 .15 .02;
cov
e1 e2 = 0.01;
mean
F1-F3;
run;