## 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 . 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 *A*1,...,*A*6,
all with starting values of 3.

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.