The SYSLIN Procedure
- Overview
-
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
-
Details
-
Examples
- References
WEIGHT Statement
WEIGHT variable ;
The WEIGHT statement is used to perform weighted regression. The WEIGHT statement names a variable in the input data set whose values are relative weights for a weighted least squares fit. If the weight value is proportional to the reciprocal of the variance for each observation, the weighted estimates are the best linear unbiased estimates (BLUE).