INSTRUMENTS Statement
- INSTRUMENTS variables ;
The INSTRUMENTS statement declares the variables used in
obtaining first-stage predicted values.
All the instruments specified are used in each first-stage regression.
The INSTRUMENTS statement is required for the
2SLS, 3SLS, IT3SLS, LIML, MELO, and K-class estimation methods.
The INSTRUMENTS statement is not needed for the SUR, ITSUR, OLS, or FIML
estimation methods.
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