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The SIMLIN Procedure |
First, the SIMLIN procedure computes reduced form coefficients by premultiplying by G-1:
This can be written as
where
1= G-1C and
2= G-1B are
the reduced form coefficient matrices.
The reduced form matrices
1= G-1C
and
2= G-1B
are printed unless the NORED option is specified in the
PROC SIMLIN statement.
The structural coefficient matrices G, C, and B are
printed when the ESTPRINT option is specified.
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