[R] splm/spgm : How to specify the instrumental variables for certain dependent variable ?
Kokia Z
zkokia at 163.com
Sat Feb 18 09:03:02 CET 2017
spgm(formula, data=list(), index=NULL, listw =NULL, listw2 = NULL,
model=c("within","random"), lag = FALSE, spatial.error=TRUE,
moments = c("initial", "weights", "fullweights"), endog = NULL,
instruments= ~ X1 + X2, lag.instruments = FALSE, verbose = FALSE,
method = c("w2sls", "b2sls", "g2sls", "ec2sls"), control = list(),
optim.method = "nlminb", pars = NULL)
Here's where I'm stuck in R:
I need to use the instruments= ~ X1 + X2 as only one of my dependent variable,
in stata, the code can be written as :
ivreg2 Y x1 x2 x3 ...( xn = IV_1 + IV_2 ),gmm2s robust
now in R, how can I specify the instrumental variables for my certain dependent variable?
Thanks.
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