[R] 2SLS / TSLS / SEM non-linear
Achim.Zeileis at uibk.ac.at
Sun Jun 23 19:52:27 CEST 2013
On Sun, 23 Jun 2013, hck wrote:
> Dear all, I try to conduct a SEM / two stage least squares regression with
> the following equations:
See ivreg() in package "AER" or tsls() in "sem".
> First: X ~ IV1 + IV2 * Y
> Second: Y ~ a + b X
> therein, IV1 and IV2 are the two instruments I would like to use. the
> structure I would like to maintain as the model is derived from economic
> theory. My problem here is that I have trouble solving the equations to get
> the reduced form so I can run the tsls function of the gmm package (or just
> run two regressions using the lm funcation)
> Has anybody encountered a similar problem yet? The regular text books such
> as Wooldridge, Greene, or Stock and Watson are not much help here.
> Thanks and kind regards
> View this message in context: http://r.789695.n4.nabble.com/2SLS-TSLS-SEM-non-linear-tp4670123.html
> Sent from the R help mailing list archive at Nabble.com.
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
More information about the R-help