[R] How to do 2SLS in R

Arne Henningsen arne.henningsen at googlemail.com
Wed Mar 21 14:07:14 CET 2012

On 21 March 2012 09:32, Achim Zeileis <Achim.Zeileis at uibk.ac.at> wrote:
> On Wed, 21 Mar 2012, Priya.Saha at zycus.com wrote:
>> Hi List
>> I want to carry out structural mode. Following Example l have taken from
>> Basic Econometrics- Damodar Gujarati :
> Look at the "systemfit" package. For an introduction see the accompanying
> JSS paper: http://www.jstatsoft.org/v23/i04/

@Achim: Thanks for referring to the systemfit package and the
corresponding JSS paper.

@Priya: The command "tsls" (package "sem") can only estimate
single-equation models, while systemfit can also estimate
multiple-equation models. I hope that the documentation of systemfit
as well as the JSS paper are sufficiently clear. If you still have
questions regarding systemfit, please use a forum or "tracker" on
systemfit's R-Forge site (see http://systemfit.org).

Best wishes,

Arne Henningsen

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