tsls-methods {momentfit} | R Documentation |
tsls
in Package momentfit ~~It estimates a linear model using two-stage least squares.
## S4 method for signature 'linearModel' tsls(model) ## S4 method for signature 'slinearModel' tsls(model)
model |
An object of class |
signature(model = "linearModel")
signature(model = "slinearModel")
2SLS for equation by equation estimation of a system of equations.
data(simData) theta <- c(beta0=1,beta1=2) model1 <- momentModel(y~x1, ~z1+z2, data=simData) res <- tsls(model1) summary(res) ## Econometrics, Fumio Hayashi (2000) ## Empirical exercises (b) and (c) data(Griliches) Griliches$YEAR <- as.factor(Griliches$YEAR) model1 <- momentModel(LW~S+IQ+EXPR+TENURE+RNS+SMSA+YEAR-1, ~S+EXPR+TENURE+RNS+SMSA+YEAR+MED+KWW+MRT+AGE-1, data=Griliches, vcov="MDS") res <- tsls(model1) summary(res)