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
The IDENTITY statement specifies linear relationships among variables to write to the OUTEST= data set. It provides extra information in the OUTEST= data set but does not create or compute variables. The OUTEST= data set can be processed by the SIMLIN procedure in a later step.
The IDENTITY statement is also used to compute reduced form coefficients when the REDUCED option in the PROC SYSLIN statement is specified. See the section Reduced Form Estimates for details.
The equation given by the IDENTITY statement has the same form as equations in the MODEL statement. A label can be specified for an IDENTITY statement as follows:
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label : IDENTITY …;