Functional Summary

The SYSLIN Procedure

Functional Summary

The SYSLIN procedure statements and options are summarized in the following table.

Description Statement Option

Data Set Options

specify the input data set PROC SYSLIN DATA=

specify the output data set PROC SYSLIN OUT=

write parameter estimates to an output data set PROC SYSLIN OUTEST=

write covariances to the OUTEST= data set PROC SYSLIN OUTCOV

OUTCOV3

write the SSCP matrix to an output data set PROC SYSLIN OUTSSCP=

Estimation Method Options

specify full information maximum likelihood estimation PROC SYSLIN FIML

specify iterative SUR estimation PROC SYSLIN ITSUR

specify iterative 3SLS estimation PROC SYSLIN IT3SLS

specify K-class estimation PROC SYSLIN K=

specify limited information maximum likelihood estimation PROC SYSLIN LIML

specify minimum expected loss estimation PROC SYSLIN MELO

specify ordinary least squares estimation PROC SYSLIN OLS

specify seemingly unrelated estimation PROC SYSLIN SUR

specify two-stage least-squares estimation PROC SYSLIN 2SLS

specify three-stage least-squares estimation PROC SYSLIN 3SLS

specify Fuller's modification to LIML PROC SYSLIN ALPHA=

specify convergence criterion PROC SYSLIN CONVERGE=

specify maximum number of iterations PROC SYSLIN MAXIT=

use diagonal of S instead of S PROC SYSLIN SDIAG

exclude RESTRICT statements in final stage PROC SYSLIN NOINCLUDE

specify criterion for testing for singularity PROC SYSLIN SINGULAR=

specify denominator for variance estimates PROC SYSLIN VARDEF=

Printing Control Options

print first-stage regression statistics PROC SYSLIN FIRST

print estimates and SSE at each iteration PROC SYSLIN ITPRINT

print the restricted reduced form estimates PROC SYSLIN REDUCED

print descriptive statistics PROC SYSLIN SIMPLE

print uncorrected SSCP matrix PROC SYSLIN USSCP

print correlations of the parameter estimates MODEL CORRB

print covariances of the parameter estimates MODEL COVB

print Durbin-Watson statistics MODEL DW

print Basmann's test MODEL OVERID

plot residual values against regressors MODEL PLOT

print standardized parameter estimates MODEL STB

print unrestricted parameter estimates MODEL UNREST

print the model crossproducts matrix MODEL XPX

print the inverse of the crossproducts matrix MODEL I

suppress printed output MODEL NOPRINT

suppress all printed output PROC SYSLIN NOPRINT

Model Specification

specify structural equations MODEL

suppress the intercept parameter MODEL NOINT

specify linear relationship among variables IDENTITY

perform weighted regression WEIGHT

Tests and Restrictions on Parameters

place restrictions on parameter estimates RESTRICT

place restrictions on parameter estimates SRESTRICT

test linear hypothesis STEST

test linear hypothesis TEST

Other Statements

specify BY-group processing BY

specify the endogenous variables ENDOGENOUS

specify instrumental variables INSTRUMENTS

write predicted and residual values to a data set OUTPUT

name variable for predicted values OUTPUT PREDICTED=

name variable for residual values OUTPUT RESIDUAL=

include additional variables in X'X matrix VAR

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Description	Statement	Option
Data Set Options
specify the input data set	PROC SYSLIN	DATA=
specify the output data set	PROC SYSLIN	OUT=
write parameter estimates to an output data set	PROC SYSLIN	OUTEST=
write covariances to the OUTEST= data set	PROC SYSLIN	OUTCOV
		OUTCOV3
write the SSCP matrix to an output data set	PROC SYSLIN	OUTSSCP=


Estimation Method Options
specify full information maximum likelihood estimation	PROC SYSLIN	FIML
specify iterative SUR estimation	PROC SYSLIN	ITSUR
specify iterative 3SLS estimation	PROC SYSLIN	IT3SLS
specify K-class estimation	PROC SYSLIN	K=
specify limited information maximum likelihood estimation	PROC SYSLIN	LIML
specify minimum expected loss estimation	PROC SYSLIN	MELO
specify ordinary least squares estimation	PROC SYSLIN	OLS
specify seemingly unrelated estimation	PROC SYSLIN	SUR
specify two-stage least-squares estimation	PROC SYSLIN	2SLS
specify three-stage least-squares estimation	PROC SYSLIN	3SLS
specify Fuller's modification to LIML	PROC SYSLIN	ALPHA=
specify convergence criterion	PROC SYSLIN	CONVERGE=
specify maximum number of iterations	PROC SYSLIN	MAXIT=
use diagonal of S instead of S	PROC SYSLIN	SDIAG
exclude RESTRICT statements in final stage	PROC SYSLIN	NOINCLUDE
specify criterion for testing for singularity	PROC SYSLIN	SINGULAR=
specify denominator for variance estimates	PROC SYSLIN	VARDEF=


Printing Control Options
print first-stage regression statistics	PROC SYSLIN	FIRST
print estimates and SSE at each iteration	PROC SYSLIN	ITPRINT
print the restricted reduced form estimates	PROC SYSLIN	REDUCED
print descriptive statistics	PROC SYSLIN	SIMPLE
print uncorrected SSCP matrix	PROC SYSLIN	USSCP
print correlations of the parameter estimates	MODEL	CORRB
print covariances of the parameter estimates	MODEL	COVB
print Durbin-Watson statistics	MODEL	DW
print Basmann's test	MODEL	OVERID
plot residual values against regressors	MODEL	PLOT
print standardized parameter estimates	MODEL	STB
print unrestricted parameter estimates	MODEL	UNREST
print the model crossproducts matrix	MODEL	XPX
print the inverse of the crossproducts matrix	MODEL	I
suppress printed output	MODEL	NOPRINT
suppress all printed output	PROC SYSLIN	NOPRINT


Model Specification
specify structural equations	MODEL
suppress the intercept parameter	MODEL	NOINT
specify linear relationship among variables	IDENTITY
perform weighted regression	WEIGHT


Tests and Restrictions on Parameters
place restrictions on parameter estimates	RESTRICT
place restrictions on parameter estimates	SRESTRICT
test linear hypothesis	STEST
test linear hypothesis	TEST

Other Statements
specify BY-group processing	BY
specify the endogenous variables	ENDOGENOUS
specify instrumental variables	INSTRUMENTS
write predicted and residual values to a data set	OUTPUT
name variable for predicted values	OUTPUT	PREDICTED=
name variable for residual values	OUTPUT	RESIDUAL=
include additional variables in X'X matrix	VAR