Dear Yongfu He, If you mean a recursive structural-equation model, then if you're willing to assume normally distributed errors, equation-by-equation OLS regression, using lm(), will give you the full-information maximum-likelihood estimates of the structural coefficients. You could also use the sem() function in the sem package, but, aside from getting a test of over-identifying restrictions (assuming that the model is overidentified), there's not much reason to do so -- you'll get the same estimates.
I hope this helps, John -------------------------------- John Fox, Professor Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > project.org] On Behalf Of Yongfu He > Sent: February-09-08 9:16 PM > To: [email protected] > Subject: [R] Which package should I use if I estimate a recursive > model? > > > Dear All: > > I want to estimate a simple recursive mode in R. Which package should I > use? Thank you very much in advance. > > Yongfu He > _________________________________________________________________ > > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
