Name

exploeqs — Transformation of 2sls or 3sls equations

CALLING SEQUENCE

[xall,lx1,ly1,endoeq,nameinst,lindx1,lindy1]=exploeqs(neqs,lexo,endo,z,namez)

PARAMETERS

Input

• neqs = # of equations

• lexo = list of independent variables in each equation

• endo = list of dependent variables in each equation

• z = matrix of values of the dependent variables

• namez = matrix of names of the dependent variables

Output

• xall = matrix of the values of the instruments

• lx1 = list of the exogenous variables for each equation

• ly1 = list of the endogenous variables for each equation

• endoeq = list of he names of the endogenous variables for each equation

• nameinst = matrix of the names of the instruments

• lindx1 = list of the indexes of exogenous variables for each equation

• lindy1 = list of the indexes of endogenous variables for each equation

DESCRIPTION

Retrieves from the equations the list of endogenous, exogenous and instruments for a Two-Stage or Three-Stage Least-squares Regression.

EXAMPLE


[xall,lx1,ly1,endoeq,nameinst,lindx1,lindy1]=exploeqs(grocer_neqs,grocer_lexo,grocer_endo,grocer_z,grocer_namez)
 
// This example is taken from twosls. 

               

AUTHOR

Eric Dubois 2002