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The SYSLIN Procedure

Overview
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
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
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
Klein’s Model I Estimated with LIML and 3SLS Grunfeld’s Model Estimated with SUR Illustration of ODS Graphics
References

BY Statement

BY variables;

A BY statement can be used with PROC SYSLIN to obtain separate analyses on observations in groups defined by the BY variables.

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