Grocer Function
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
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neqs = # of equations
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lexo = list of independent variables in each equation
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endo = list of dependent variables in each equation
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z = matrix of values of the dependent variables
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namez = matrix of names of the dependent variables
Output
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xall = matrix of the values of the instruments
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lx1 = list of the exogenous variables for each equation
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ly1 = list of the endogenous variables for each equation
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endoeq = list of he names of the endogenous variables for each equation
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nameinst = matrix of the names of the instruments
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lindx1 = list of the indexes of exogenous variables for each equation
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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 examples is taken from twosls.
AUTHOR
Eric Dubois 2002