naa a22 4500 51077640X CHVBK 20180411083231.0 cr unu---uuuuu 180411e20130301xx s 000 0 eng 10.3758/s13428-012-0227-8 doi (NATIONALLICENCE)springer-10.3758/s13428-012-0227-8 A SAS/IML program using the Kalman filter for estimating state space models [Elektronische Daten] [Fei Gu, Yiu-Fai Yung] To help disseminate the knowledge and software implementation of a state space model (SSM), this article provides a SAS/IML (SAS Institute, 2010) program for estimating the parameters of general linear Gaussian SSMs using the Kalman filter algorithm. In order to use this program, the user should have SAS installed on a computer and have a valid license for SAS/IML. Since the code is completely open, it is expected that this program can be used not only by applied researchers, but also by quantitative methodologists who are interested in improving their methods and promoting SSM as a research instrument. Psychonomic Society, Inc., 2012 SAS/IML nationallicence Kalman filter nationallicence State space model nationallicence Gu Fei Psychology and Research in Education, University of Kansas, Lawrence, KS, USA aut Yung Yiu-Fai SAS Institute Inc., Cary, NC, USA aut Behavior Research Methods Springer-Verlag 45/1(2013-03-01), 38-53 45:1<38 2013 45 13428 https://doi.org/10.3758/s13428-012-0227-8 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.3758/s13428-012-0227-8 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Gu Fei Psychology and Research in Education, University of Kansas, Lawrence, KS, USA aut NATIONALLICENCE 700 1- Yung Yiu-Fai SAS Institute Inc., Cary, NC, USA aut NATIONALLICENCE 773 0- Behavior Research Methods Springer-Verlag 45/1(2013-03-01), 38-53 45:1<38 2013 45 13428 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer