STD Statement

The CALIS Procedure

STD Statement

STD assignment < , assignment ... > ;

where assignment represents variables = pattern-definition The STD statement tells which variances are parameters to estimate and which are fixed. The STD statement can be used only with the LINEQS statement. You can specify only one STD statement with each LINEQS model statement. The STD statement defines the diagonal elements of the central model matrix ${{\Phi}}$ . These elements correspond to the variances of the exogenous variables and to the error variances of the endogenous variables. Elements that are not defined are assumed to be 0.

Each assignment consists of a variable list (variables) on the left-hand side and a pattern list (pattern-definition) on the right-hand side of an equal sign. The assignments in the STD statement must be separated by commas. The variables list on the left-hand side of the equal sign should contain only names of variables that do not appear on the left-hand side of an equation in the LINEQS statement, that is, exogenous, error, and disturbance variables.

The pattern-definition on the right-hand side is similar to that used in the MATRIX statement. Each list element on the right-hand side defines the variance of the variable on the left-hand side in the same list position. A name on the right-hand side means that the corresponding variance is a parameter to estimate. A name on the right-hand side can be followed by a number inside parentheses that gives the initial value. A number on the right-hand side means that the corresponding variance of the variable on the left-hand side is fixed. If the right-hand-side list is longer than the left-hand-side variable list, the right-hand-side list is shortened to the length of the variable list. If the right-hand-side list is shorter than the variable list, the right-hand-side list is filled with repetitions of the last item in the list.

The right-hand side can also contain prefixes. A prefix is a short name followed by a colon. The CALIS procedure then generates a parameter name by appending an integer suffix to this prefix name. The prefix name should have no more than five or six characters so that the generated parameter name is not longer than eight characters. To avoid unintentional equality constraints, the prefix names should not coincide with explicitly defined parameter names. For example, if the prefix A is not used in any previous statement, this STD statement

   std E1-E6=6 * A: (6 * 3.) ;

defines the six error variances as free parameters A1,...,A6, all with starting values of 3.

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