2SLS

2SLS is available in SPSS® Statistics Standard Edition or the Regression Option.

2SLS performs two-stage least-squares regression to produce consistent estimates of parameters when one or more predictor variables might be correlated with the disturbance.

2SLS [EQUATION=]dependent variable WITH predictor variable

 [/[EQUATION=]dependent variable...] 

  /INSTRUMENTS=varlist                    

 [/ENDOGENOUS=varlist]

 [/{CONSTANT**}  
   {NOCONSTANT}                                 

 [/PRINT=COV]

 [/SAVE = [PRED] [RESID]]

 [/APPLY[='model name']]

**Default if the subcommand or keyword is omitted.

This command reads the active dataset and causes execution of any pending commands. See the topic Command Order for more information.

Syntax for the 2SLS command can be generated from the Two-Stage Least-Squares Regression dialog.

Example

2SLS VAR01 WITH VAR02 VAR03
  /INSTRUMENTS VAR03 LAGVAR01.