High Quality Content by WIKIPEDIA articles! In statistics, and particularly in econometrics, the reduced form of a system of equations is the result of solving the system for the endogenous variables. This gives the latter as a function of the exogenous variables, if any. Let Y and X be random vectors. Y is the vector of the variables to be explained (endogeneous variables) by a statistical model and X is the vector of explanatory (exogeneous) variables. In addition let varepsilon be a vector of error terms. Then the general expression of a structural form is f(Y, X, varepsilon) = 0 , where f is a function, possibly from vectors to vectors in the case of a multiple-equation model. The reduced form of this model is given by Y = g(X, varepsilon) , with g a function.

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