tsls

tsls —

Synopsis

void                tsls_free_data                      (const MODEL *pmod);
int                 ivreg_process_lists                 (const int *list,
                                                         int **reglist,
                                                         int **instlist);
int *               ivreg_list_omit                     (const int *orig,
                                                         const int *drop,
                                                         gretlopt opt,
                                                         int *err);
int *               ivreg_list_add                      (const int *orig,
                                                         const int *add,
                                                         gretlopt opt,
                                                         int *err);
int *               tsls_make_endolist                  (const int *reglist,
                                                         int **instlist,
                                                         int *addconst,
                                                         int *err);
MODEL               tsls                                (const int *list,
                                                         double ***pZ,
                                                         DATAINFO *pdinfo,
                                                         gretlopt opt);

Description

Details

tsls_free_data ()

void                tsls_free_data                      (const MODEL *pmod);

pmod :

ivreg_process_lists ()

int                 ivreg_process_lists                 (const int *list,
                                                         int **reglist,
                                                         int **instlist);

Split the incoming list into its two components and perform some basic checks; if the checks fail the two created lists are destroyed.

`list` :	original specification list.
`reglist` :	location to receive regression list.
`instlist` :	location to receive list of instruments.
Returns :	0, on success, non-zero error code on failure.

ivreg_list_omit ()

int *               ivreg_list_omit                     (const int *orig,
                                                         const int *drop,
                                                         gretlopt opt,
                                                         int *err);

Creates a new IVREG specification list, by first copying orig then deleting from the copy the variables found in drop.

`orig` :	list specifying original IV model.
`drop` :	list of variables to be omitted.
`opt` :	may include `OPT_T` (omit variable only as instrument) or `OPT_B` (omit both as regressor and instrument). The default is to omit (only) as regressor.
`err` :	pointer to receive error code.
Returns :	the new, reduced list or `NULL` on error.

ivreg_list_add ()

int *               ivreg_list_add                      (const int *orig,
                                                         const int *add,
                                                         gretlopt opt,
                                                         int *err);

Creates a new IVREG specification list, by copying orig and adding the variables found in add.

`orig` :	list specifying original IV model.
`add` :	list of variables to be added.
`opt` :	may include `OPT_T` (add variable only as instrument) or `OPT_B` (add both as regressor and instrument). The default is to add as an endogenous regressor.
`err` :	pointer to receive error code.
Returns :	the new, augmented list or `NULL` on error.

tsls_make_endolist ()

int *               tsls_make_endolist                  (const int *reglist,
                                                         int **instlist,
                                                         int *addconst,
                                                         int *err);

`reglist` :
`instlist` :
`addconst` :
`err` :
Returns :

tsls ()

MODEL               tsls                                (const int *list,
                                                         double ***pZ,
                                                         DATAINFO *pdinfo,
                                                         gretlopt opt);

Estimate the model given in list by means of Two-Stage Least Squares. If OPT_E is given, fitted values from the first-stage regressions are saved with the model.

`list` :	dependent variable plus list of regressors.
`pZ` :	pointer to data matrix.
`pdinfo` :	information on the data set.
`opt` :	may contain `OPT_R` for robust VCV, `OPT_N` for no df correction, `OPT_A` if this is an auxiliary reression, `OPT_E` is we're estimating one equation within a system; and `OPT_H` to add "hatlist" to model even under `OPT_E`.
Returns :	a MODEL struct, containing the estimates.

			Libgretl Reference Manual
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