2SLS Robustness test

ADou — Sat, 09 Feb 2019 22:58:01 GMT

Hi experts,

Now I have my dependent variable y, and independent variables x1,x2,x3,x4. I have an instrument variable for x1 which is x5 and I want to do 2SLS regression to test robustness. I want my first stage to be:

x1=a1x5+a2x2+a3x3+a4x4;

and my second stage regression is：

y=a1x1'+a2x2+a3x3+a4x4,where x1' is the fitted value of the first stage.

How to do this in SAS? Thanks a lot!!!

Re: 2SLS Robustness test

mkeintz — Mon, 11 Feb 2019 13:27:08 GMT

@ADou

I suggest you move your topic to the "Analytics and Statistics" collection of forums. In that collection, you could choose the "statistical procedures" forum, but I'd recommend the "SAS forecasting and econometrics" forum. That's where the experts you need will likely be.

topic Re: 2SLS Robustness test in SAS Programming

2SLS Robustness test

Re: 2SLS Robustness test