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An Interpretation of Two Stage Least Squares Estimators As Indirect Least Squares Estimators in the Overidentified Case

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  • Hiroshi Sadamichi

    (Kobe University)

Abstract

The applicability of the indirect least squares method is limited to the just-identified equation, in which case there is proved to be an identity between the two-stage and the indirect least squares estimators. This study is to extend the indirect least squares method to the over-identified case and to derive an identity between the two-stage and the extended indirect least squares estimators.

Suggested Citation

  • Hiroshi Sadamichi, 1972. "An Interpretation of Two Stage Least Squares Estimators As Indirect Least Squares Estimators in the Overidentified Case," Kobe Economic & Business Review, Research Institute for Economics & Business Administration, Kobe University, vol. 19, pages 55-59.
    • Handle: RePEc:kob:review:1972::v:19:p:55-59
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