The 2SLS command estimates Two Stage Least Squares.

In general, the format of the 2SLS command is:

  2SLS depvar rhsvars (exogs) / options

where exogs is a list of exogenous variables. SHAZAM automatically includes a constant term in exogs unless the NOCONEXOG option is specified.

The available options as described for the OLS command are:
DN, DUMP, GF, LIST, MAX, NOCONSTANT, PCOR, PCOV, RESTRICT, RSTAT, BEG=, END=, COEF=, COV=, PREDICT=, RESID=, STDERR=, TRATIO=.