You can specify different set of instruments for different equations using the following syntax in INSTRUMENTS statement:         INSTRUMENTS (equation, variables)(equation, variables)…;   This is discussed in the Syntax-->INSTRUMENTS Statement section of PROC MODEL documentation:   https://go.documentation.sas.com/doc/en/etsug/15.2/etsug_model_sect045.htm   in particular, the third form of the INSTRUMENTS statement syntax in the documentation corresponds to the case with different instruments specified for different equations.   I hope this helps. ... View more