The SYSLIN Procedure
Getting Started: SYSLIN Procedure
- 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
This section introduces the use of the SYSLIN procedure. The problem of dependent regressors is introduced using a supply and demand example. This section explains the terminology used for variables in a system of regression equations and introduces the SYSLIN procedure statements for declaring the roles the variables play. The syntax used for the different estimation methods and the output produced is shown.
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Last updated: November 05, 2018