MIXED Procedure

@MIXED performs mixed estimation on a linear regression. This combines the data evidence:

\({\bf{y}} = X\beta + {\bf{u}}\)

with the prior information

\({\bf{r}} = {\bf{R}}\beta + {\bf{v}}\)

This requires that you input as options the \(\bf{R}\) matrix, \(\bf{r}\) vector and information about the covariance matrix \(\bf{V}\) of \(\bf{v}\).

@MIXED( options ) depvar start end

# list of regressors (in regression format)

Parameters

depvar	dependent variable
start, end	range for regression. By default, the maximum range permitted by all variables involved in the regression.

Options

CAPR=\(\bf{R}\) matrix from above

LOWR=\(\bf{r}\) matrix from above

SCALAR=scalar multiplier when \(\bf{V}\) is scalar times the identity

V=\(\bf{V}\) matrix in general