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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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Basic Specification<br />

2SLS 1587<br />

The basic specification is at least one EQUATION subcommand and one INSTRUMENTS subcommand.<br />

• For each equation specified, 2SLS estimates and displays the regression analysis-of-variance<br />

table, regression standard error, mean of the residuals, parameter estimates, standard errors<br />

of the parameter estimates, standardized parameter estimates, t statistic significance tests and<br />

probability levels for the parameter estimates, tolerance of the variables, the parameter estimates,<br />

and correlation matrix of the parameter estimates.<br />

• If the setting on NEWVAR is either ALL or the default CURRENT, two new variables containing<br />

the predicted and residual values are automatically created for each equation. The<br />

variables are labeled and added to the working data file.<br />

Subcommand Order<br />

• Subcommands can be specified in any order.<br />

<strong>Syntax</strong> Rules<br />

• The INSTRUMENTS subcommand must specify at least as many variables as are specified<br />

after WITH on the longest EQUATION subcommand.<br />

• If a subcommand is specified more than once, the effect is cumulative (except for the<br />

APPLY subcommand, which executes only the last occurrence).<br />

Operations<br />

• 2SLS cannot produce forecasts beyond the length of any regressor series.<br />

• 2SLS honors the SPSS WEIGHT command.<br />

• 2SLS uses listwise deletion of missing data. Whenever a variable is missing a value for a<br />

particular observation, that observation will not be used in any of the computations.<br />

EQUATION Subcommand<br />

EQUATION specifies the structural equations for the model and is required. The actual keyword<br />

EQUATION is optional.<br />

• An equation specifies a single dependent variable, followed by keyword WITH and one or<br />

more predictor variables.<br />

• You can specify more than one equation. Multiple equations are separated by slashes.<br />

Example<br />

2SLS EQUATION=Y1 WITH X1 X2<br />

/INSTRUMENTS=X1 LAGX2 X3.

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