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Syntax
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The SYSLIN Procedure

  • Overview
  • Getting Started 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 Procedure 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 Procedure 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 Procedure Examples
    Klein’s Model I Estimated with LIML and 3SLS Grunfeld’s Model Estimated with SUR Illustration of ODS Graphics
  • References
 

Syntax: SYSLIN Procedure

The SYSLIN procedure uses the following statements:

PROC SYSLIN options ;
BY variables ;
ENDOGENOUS variables ;
IDENTITY identities ;
INSTRUMENTS variables ;
MODEL response = regressors / options ;
OUTPUT PREDICTED= variable RESIDUAL= variable ;
RESTRICT restrictions ;
SRESTRICT restrictions ;
STEST equations ;
TEST equations ;
VAR variables ;
WEIGHT variable ;
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