Description Usage Arguments Details Value
The function does Two-Stage Least Squares Estimation (TSLS).
1 2 3 4 5 6 7 8 9 |
x |
exogenous variables |
... |
further arguments (only for consistent defintion of methods) |
d |
endogenous variables |
y |
outcome variable |
z |
instruments |
intercept |
logical, if intercept should be included |
homoscedastic |
logical, if homoscedastic ( |
formula |
An object of class |
data |
An optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model.
If not found in data, the variables are taken from environment(formula), typically the environment from which |
The function computes tsls estimate (coefficients) and variance-covariance-matrix assuming homoskedasticity
for outcome variable y
where d
are endogenous variables in structural equation, x
are exogensous variables in
structural equation and z are instruments. It returns an object of class tsls
for which the methods print
and summary
are provided.
The function returns a list with the following elements
coefficients |
coefficients |
vcov |
variance-covariance matrix |
residuals |
outcome minus predicted values |
call |
function call |
samplesize |
sample size |
se |
standard error |
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