Input Data Set

The SYSLIN Procedure

Input Data Set

PROC SYSLIN does not compute new values for regressors. For example, if you need a lagged variable, you must create it with a DATA step. No values are computed by IDENTITY statements; all values must be in the input data set.

Special TYPE= Input Data Set

The input data set for most applications of the SYSLIN procedure contains standard rectangular data. However, PROC SYSLIN can also process input data in the form of a crossproducts, covariance, or correlation matrix. Data sets containing such matrices are identified by values of the TYPE= data set option.

These special kinds of input data sets can be used to save computer time. It takes nk² operations, where n is the number of observations and k is the number of variables, to calculate cross products; the regressions are of the order k³. When n is in the thousands and k is much smaller, you can save most of the computer time in later runs of PROC SYSLIN by re-using the SSCP matrix rather than recomputing it.

The SYSLIN procedure can process TYPE= CORR, COV, UCORR, UCOV, or SSCP data sets. TYPE=CORR and TYPE=COV data sets, usually created by the CORR procedure, contain means and standard deviations, and correlations or covariances. TYPE=SSCP data sets, usually created in previous runs of PROC SYSLIN, contain sums of squares and cross products. Refer to SAS/STAT User's Guide for more information on special SAS data sets.

When special SAS data sets are read, you must specify the TYPE= data set option. PROC CORR and PROC SYSLIN automatically set the type for output data sets; however, if you create the data set by some other means, you must specify its type with the TYPE= data set option.

When the special data sets are used, the DW (Durbin-Watson test) and PLOT options in the MODEL statement cannot be performed, and the OUTPUT statements are not valid.

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