# tsls-methods: ~~ Methods for Function 'tsls' in Package 'gmm4' ~~ In gmm4: S4 Generalized Method of Moments

## Description

It estimates a linear model using two-stage least squares.

## Usage

 ```1 2``` ```## S4 method for signature 'linearGmm' tsls(model) ```

## Arguments

 `model` An object of class `gmmModels`.

## Methods

`signature(model = "linearGmm")`
`signature(model = "slinearGmm")`

2SLS for equation by equation estimation of a system of equations.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19``` ```x <- rchisq(200,5) z1 <- rnorm(200) z2 <- .2*x+rnorm(200) y <- x+rnorm(200) dat <- data.frame(y=y,z1=z1,x=x,z2=z2) theta <- c(beta0=1,beta1=2) model1 <- gmmModel(y~x, ~z1+z2, data=dat) res <- tsls(model1) summary(res) ## Econometrics, Fumio Hayashi (2000) ## Empirical exercises (b) and (c) data(Griliches) Griliches\$YEAR <- as.factor(Griliches\$YEAR) model1 <- gmmModel(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) ```

gmm4 documentation built on Dec. 6, 2019, 3:01 a.m.