2SLS - Instruments
Posted: Sun Jun 10, 2012 6:07 am
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!
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!