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.