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The SYSLIN Procedure

PROC SYSLIN Statement

PROC SYSLIN options;
The following options can be used with the PROC SYSLIN statement.

Data Set Options

DATA= SAS-data-set
specifies the input data set. If the DATA= option is omitted, the most recently created SAS data set is used. In addition to ordinary SAS data sets, PROC SYSLIN can analyze data sets of TYPE=CORR, TYPE=COV, TYPE=UCORR, TYPE=UCOV, and TYPE=SSCP. See "Special TYPE= Input Data Set" in the "Input Data Set" section later in this chapter for more information.

OUT= SAS-data-set
specifies an output SAS data set for residuals and predicted values. The OUT= option is used in conjunction with the OUTPUT statement. See the section "OUT= Data Set" later in this chapter for more details.

OUTEST= SAS-data-set
writes the parameter estimates to an output data set. See the section "OUTEST= Data Set" later in this chapter for details.

OUTCOV
COVOUT
writes the covariance matrix of the parameter estimates to the OUTEST= data set in addition to the parameter estimates.

OUTCOV3
COV3OUT
writes covariance matrices for each model in a system to the OUTEST= data set when the 3SLS, SUR, or FIML option is used.

OUTSSCP= SAS-data-set
writes the sum-of-squares-and-crossproducts matrix to an output data set. See the section "OUTSSCP= Data Set" later in this chapter for details.

Estimation Method Options

2SLS
specifies the two-stage least-squares estimation method.

3SLS
specifies the three-stage least-squares estimation method.

FIML
specifies the full information maximum likelihood estimation method.

ITSUR
specifies the iterative seemingly unrelated estimation method.

IT3SLS
specifies the iterative three-stage least-squares estimation method.

K= value
specifies the K-class estimation method.

LIML
specifies the limited information maximum likelihood estimation method.

MELO
specifies the minimum expected loss estimation method.

OLS
specifies the ordinary least squares estimation method. This is the default.

SUR
specifies the seemingly unrelated estimation method.

Printing and Control Options

ALL
specifies the CORRB, COVB, DW, I, OVERID, PLOT, STB, and XPX options for every MODEL statement.

ALPHA= value
specifies Fuller's modification to the LIML estimation method. See "Fuller's Modification to LIML K Value" later in this chapter for details.

CONVERGE= value
specifies the convergence criterion for the iterative estimation methods IT3SLS, ITSUR, and FIML. The default is CONVERGE=.0001.

FIRST
prints first-stage regression statistics for the endogenous variables regressed on the instruments. This output includes sums of squares, estimates, variances, and standard deviations.

ITPRINT
prints parameter estimates, system-weighted residual sum of squares, and R2 at each iteration for the IT3SLS and ITSUR estimation methods. For the FIML method, the ITPRINT option prints parameter estimates, negative of log likelihood function, and norm of gradient vector at each iteration.

MAXITER= n
specifies the maximum number of iterations allowed for the IT3SLS, ITSUR, and FIML estimation methods. The MAXITER= option can be abbreviated as MAXIT=. The default is MAXITER=30.

NOINCLUDE
excludes the RESTRICT statements from the final stage for the 3SLS, IT3SLS, SUR, ITSUR estimation methods.

NOPRINT
suppresses all printed output. Specifying NOPRINT in the PROC SYSLIN statement is equivalent to specifying NOPRINT in every MODEL statement.

REDUCED
prints the reduced form estimates. If the REDUCED option is specified, you should specify any IDENTITY statements needed to make the system square. See "Reduced Form Estimates" in the section "Computational Details" later in this chapter for more information.

SDIAG
uses the diagonal of S instead of S to do the estimation, where S is the covariance matrix of equation errors. See "Uncorrelated Errors Across Equations" in the section "Computational Details" later in this chapter for more information.

SIMPLE
prints descriptive statistics for the dependent variables. The statistics printed include the sum, mean, uncorrected sum of squares, variance, and standard deviation.

SINGULAR= value
specifies a criterion for testing singularity of the crossproducts matrix. This is a tuning parameter used to make PROC SYSLIN more or less sensitive to singularities. The value must be between 0 and 1. The default is SINGULAR=1E-8.

USSCP
prints the uncorrected sum-of-squares-and-crossproducts matrix.

USSCP2
prints the uncorrected sum-of-squares-and-crossproducts matrix for all variables used in the analysis, including predicted values of variables generated by the procedure.

VARDEF= DF | N | WEIGHT | WGT
specifies the denominator to use in calculating cross-equation error covariances and parameter standard errors and covariances. The default is VARDEF=DF, which corrects for model degrees of freedom. VARDEF=N specifies no degrees-of-freedom correction. VARDEF=WEIGHT specifies the sum of the observation weights. VARDEF=WGT specifies the sum of the observation weights minus the model degrees of freedom. See "Computation of Standard Errors" in the section "Computational Details" later in this chapter for more information.

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