SYSLIN Procedure

The SYSLIN procedure statements and options are summarized in Table 1.

Table 1: Functional Summary

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 all results	PROC SYSLIN	ALL
Print first-stage regression statistics	PROC SYSLIN	FIRST
Print estimates and SSE at each iteration	PROC SYSLIN	ITPRINT
Print the 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 matrix	VAR