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2SLS - Instruments

Posted: Sun Jun 10, 2012 6:07 am
by hkr1
I've run a TSLS regression in Eviews to check for endogeneity in my variables, however TSLS is not a part of my curriculum, so it was kind of learning-by-doing and reading some topics over here. I hope someone can tell me if my computations are done correctly.

I have 2 instruments (a and b) for 1 variable f.

The 'original' OLS-equation: d = c + f + g + h

So, in the equation specs I typed: d c g h
In the instrument box I typed: c g h a b

Thanks in advance!

Re: 2SLS - Instruments

Posted: Sun Jun 10, 2012 7:26 am
by startz
You need f in the equation specs.

Re: 2SLS - Instruments

Posted: Sun Jun 10, 2012 7:49 am
by hkr1
Oops! That's what I did fortunately, but didn't post (too focused on the instruments, maybe because they're for me the unknown). Thanks for your quick reply! :D