The SYSLIN Procedure

Getting Started

This section introduces the use of the SYSLIN procedure. The problem of dependent regressors is introduced using a supply-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.

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

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