ENDOGENOUS Subcommand (2SLS command)
All variables that are not specified on the INSTRUMENTS
subcommand are used as endogenous
variables by 2SLS
. The ENDOGENOUS
subcommand simply allows you
to document what these variables are.
- Computations are not affected by specifications on
the
ENDOGENOUS
subcommand.
Example
2SLS Y1 WITH X1 X2 X3
/INSTRUMENTS=X2 X4 LAGY1
/ENDOGENOUS=Y1 X1 X3.
- In this example, the
ENDOGENOUS
subcommand is specified to document the endogenous variables.