reg3 (depvar1 varlist1) (depvar2 varlist2) ...(depvarN varlistN) [if] [in] [weight]

reg3 estimates a system of structural equations, where some equations contain endogenous variables among the explanatory variables.  Estimation is via three-stage least squares (3SLS); see Zellner and Theil (1962).  Typically, the endogenous explanatory variables are dependent variables from other equations in the system.  reg3 supports iterated GLS estimation and linear constraints.  reg3 can also estimate systems of equations by seemingly unrelated regression estimation (SURE), multivariate regression (MVREG), and equation-by-equation ordinary least squares (OLS) or two-stage least squares (2SLS).

2sls 与3sls的区别

http://inforumweb.umd.edu/papers ... ression/2_3SLS.html

好的，谢谢你了！