Hello - Sharing feedback from one of my colleagues in SAS R&D who works on the new SSM procedure, which you may find useful. Note that SSM is experimental with 12.1: http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#ssm_toc.htm Thanks, Udo The user has two response variables, say Y1 and Y2 and response variables X1-X4 and Z.  The models are: Y1 = a1 + g11 X1 + g12 X2 + g1 X3 + b1 X4 + c1 Z + e1 Y2 = (1-a1) + g21 X1 + g22 X2 + g2 X3 + b2 X4 + c2 Z + e2 Where 1.  g11 = -g12 and g21 = -g22 2. G12 = g21 3. B2 = -b1 4. C2 = -c1 These restrictions can be imposed by redefining some variables: The first restriction can be achieved by using (X1 – X2) as a single variable in place of X1 and X2.  Let us call this its coefficient as G.  Now the second restriction says that the coefficient G is to be the same for the two models (Y1 and Y2). This can be achieved in SSM by treating the regression coefficient as a state element.  See the section “Regression Variable Specification in Multivariate Models” in the SSM doc (Details->Overview of Model Specification Syntax). Similar things can be done for a,B and C parameters.  The user’s models appear simple reg models.  He can specify more general error structures to account for time variation if that is desired. ... View more