EndoS : An SPSS macro to assess endogeneity

Daryanto, Ahmad (2020) EndoS : An SPSS macro to assess endogeneity. The Quantitative Methods for Psychology, 16 (1). pp. 56-70.

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Abstract

In this tutorial, I demonstrate how to address endogeneity with instrumental variable (IV) regression using my newly developed EndoS macro for SPSS. EndoS implements the generalized instrumental variable estimator in the form of a two-stage least square (TSLS) estimator and is capable of performing three endogeneity diagnostic tests indispensable in empirical IV regression papers: Hausman’s specification tests, overidentifying restriction tests and weak instrument tests. I present two illustrative examples using data from published studies.