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
ENDOGENOUSsubcommand.
Example
2SLS Y1 WITH X1 X2 X3
/INSTRUMENTS=X2 X4 LAGY1
/ENDOGENOUS=Y1 X1 X3.
- In this example, the
ENDOGENOUSsubcommand is specified to document the endogenous variables.