PROC SYSLIN Statement
- PROC SYSLIN options;
The following options can be used with the PROC SYSLIN statement.
Data Set Options
- DATA= SAS-data-set
-
specifies the input data set.
If the DATA= option is omitted,
the most recently created SAS data set is used.
In addition to ordinary SAS data sets, PROC SYSLIN can analyze data
sets of TYPE=CORR, TYPE=COV, TYPE=UCORR, TYPE=UCOV, and TYPE=SSCP.
See "Special TYPE= Input Data Set" in the "Input Data Set" section
later in this chapter for more information.
- OUT= SAS-data-set
-
specifies an output SAS data set for residuals and predicted values.
The OUT= option is used in conjunction with the OUTPUT statement.
See the section "OUT= Data Set" later in this chapter for more details.
- OUTEST= SAS-data-set
-
writes the parameter estimates to an output data set.
See the section "OUTEST= Data Set" later in this chapter for details.
- OUTCOV
-
- COVOUT
-
writes the covariance matrix of the parameter estimates
to the OUTEST= data set in addition to the parameter estimates.
- OUTCOV3
-
- COV3OUT
-
writes covariance matrices for each model in a system
to the OUTEST= data set when the 3SLS, SUR, or FIML option is used.
- OUTSSCP= SAS-data-set
-
writes the sum-of-squares-and-crossproducts matrix
to an output data set.
See the section "OUTSSCP= Data Set" later in this chapter for details.
Estimation Method Options
- 2SLS
-
specifies the two-stage least-squares estimation method.
- 3SLS
-
specifies the three-stage least-squares estimation method.
- FIML
-
specifies the full information maximum likelihood estimation method.
- ITSUR
-
specifies the iterative seemingly unrelated estimation method.
- IT3SLS
-
specifies the iterative three-stage least-squares estimation method.
- K= value
-
specifies the K-class estimation method.
- LIML
-
specifies the limited information maximum likelihood estimation method.
- MELO
-
specifies the minimum expected loss estimation method.
- OLS
-
specifies the ordinary least squares estimation method.
This is the default.
- SUR
-
specifies the seemingly unrelated estimation method.
Printing and Control Options
- ALL
-
specifies the CORRB, COVB, DW, I, OVERID, PLOT, STB, and XPX options
for every MODEL statement.
- ALPHA= value
-
specifies Fuller's modification to the LIML estimation method.
See "Fuller's Modification to LIML K Value" later in this chapter for
details.
- CONVERGE= value
-
specifies the convergence criterion for the iterative estimation methods
IT3SLS, ITSUR, and FIML.
The default is CONVERGE=.0001.
- FIRST
-
prints first-stage regression statistics
for the endogenous variables regressed on the instruments.
This output includes sums of squares, estimates, variances,
and standard deviations.
- ITPRINT
-
prints parameter estimates, system-weighted residual sum
of squares, and R2 at each iteration for the IT3SLS and ITSUR
estimation methods.
For the FIML method, the ITPRINT option
prints parameter estimates, negative of log likelihood function,
and norm of gradient vector at each iteration.
- MAXITER= n
-
specifies the maximum number of iterations allowed
for the IT3SLS, ITSUR, and FIML estimation methods.
The MAXITER= option can be abbreviated as MAXIT=.
The default is MAXITER=30.
- NOINCLUDE
-
excludes the RESTRICT statements from the final stage for the 3SLS,
IT3SLS, SUR, ITSUR estimation methods.
- NOPRINT
-
suppresses all printed output.
Specifying NOPRINT in the PROC SYSLIN statement is equivalent to
specifying NOPRINT in every MODEL statement.
- REDUCED
-
prints the reduced form estimates.
If the REDUCED option is specified, you should specify
any IDENTITY statements needed to make the system square.
See "Reduced Form Estimates" in the section "Computational Details"
later in this chapter for more information.
- SDIAG
-
uses the diagonal of S instead of S to do the estimation,
where S is the covariance matrix of equation errors.
See "Uncorrelated Errors Across Equations"
in the section "Computational Details" later in this chapter
for more information.
- SIMPLE
-
prints descriptive statistics for the dependent variables.
The statistics printed include the sum, mean, uncorrected sum of squares,
variance, and standard deviation.
- SINGULAR= value
-
specifies a criterion for testing singularity of the crossproducts matrix.
This is a tuning parameter used to
make PROC SYSLIN more or less sensitive to singularities.
The value must be between 0 and 1.
The default is SINGULAR=1E-8.
- USSCP
-
prints the uncorrected sum-of-squares-and-crossproducts matrix.
- USSCP2
-
prints the uncorrected
sum-of-squares-and-crossproducts matrix for all variables
used in the analysis, including predicted values of variables
generated by the procedure.
- VARDEF= DF | N | WEIGHT | WGT
-
specifies the denominator to use in calculating
cross-equation error covariances
and parameter standard errors and covariances.
The default is VARDEF=DF, which corrects for model degrees of freedom.
VARDEF=N specifies no degrees-of-freedom correction.
VARDEF=WEIGHT specifies the sum of the observation weights.
VARDEF=WGT specifies the sum of the observation weights minus
the model degrees of freedom.
See "Computation of Standard Errors" in the section
"Computational Details" later in this chapter for more information.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
