TSLS computes four things and puts them on levels 1-4 on the stack. On level 4 is the degrees of freedom of the t values. On level 3 is a vector of the t values for the computed coefficients. On level 2 is a vector of the standard errors of the computed coefficients. On level 1 is a vector of the computed coefficients of the form [Alpha, Beta, Gamma], where Alpha is the value of the intercept, Beta is the k coefficients of the Y1 matrix, and Gamma is the i coefficients of the X1 matrix. |