Hi, I am estimating treatment effects in a model where the treatment variable takes 3 levels (1,2,3) and is endogenous. My questions are how I can interpret the second-stage coefficients from proc syslin and whether I can compute estimates for a specific value of treatment (say treatment=1). I run SAS EG 7.1 and have used the following code: Proc syslin data=sample 2SLS;
endogenous treatment;
instruments Z X;
first_stage: model treatment=Z X;
second_stage: model Y = treatment+X;
run; quit; Thanks!
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