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
ENDOGENOUS Statement
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ENDOGENOUS variables;
The ENDOGENOUS statement declares the jointly dependent variables that are projected in the first-stage regression through the instrument variables. The ENDOGENOUS statement is not needed for the SUR, ITSUR, or OLS estimation methods. The default ENDOGENOUS list consists of all the dependent variables in the MODEL and IDENTITY statements that do not appear in the INSTRUMENTS statement.