tsls_free_data ()

void
tsls_free_data (const MODEL *pmod);

Frees the first-stage data attached to a two-stage least squares model that was estimated using OPT_E (part of a system).

ivreg_process_lists ()

int
ivreg_process_lists (const int *list,
                     int **reglist,
                     int **instlist);

Split the incoming list into its two components and perform some basic checks; if the checks fail the two created lists are destroyed.

ivreg_list_omit ()

int *
ivreg_list_omit (const int *orig,
                 const int *drop,
                 gretlopt opt,
                 int *err);

Creates a new IVREG specification list, by first copying orig then deleting from the copy the variables found in drop .

ivreg_list_add ()

int *
ivreg_list_add (const int *orig,
                const int *add,
                gretlopt opt,
                int *err);

Creates a new IVREG specification list, by copying orig and adding the variables found in add .

tsls_make_endolist ()

int *
tsls_make_endolist (const int *reglist,
                    int **instlist,
                    int *addconst,
                    int *err);

Determines which variables in reglist , when checked against the predetermined and exogenous vars in instlist , need to be instrumented, and populates the returned list accordingly.

If addconst is non-NULL and the constant is found in reglist but not in instlist , then it is added to instlist and this is flagged by writing 1 into addconst .

tsls ()

MODEL
tsls (const int *list,
      DATASET *dset,
      gretlopt opt);

Estimate the model given in list by means of Two-Stage Least Squares. If OPT_E is given, fitted values from the first-stage regressions are saved with the model.