What you are describing is a path model (e.g., http://bit.ly/f4siTs). You can fit such a model with the sem package (http://cran.r-project.org/web/packages/sem/index.html).
Best, -- Wolfgang Viechtbauer Department of Psychiatry and Neuropsychology School for Mental Health and Neuroscience Maastricht University, P.O. Box 616 6200 MD Maastricht, The Netherlands Tel: +31 (43) 368-5248 Fax: +31 (43) 368-8689 Web: http://www.wvbauer.com > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On Behalf Of Michael Haenlein > Sent: Tuesday, February 22, 2011 11:41 > To: r-help@r-project.org > Subject: [R] System of related regression equations > > Dear all, > > I would like to estimate a system of regression equations of the following > form: > > y1 = a1 + b1 x1 + b2x2 + e1 > y2 = a2 + c1 y1 + c2 x2 + c3 x3 + e2 > > Specifically the dependent variable in Equation 1 appears as an > independent > variable in Equation 2. Additionally some independent variables that > appear > in Equation 1 are also included in Equation 2. > > I assume that I cannot estimate these two regressions separately using lm. > Is there an efficient way to estimate these equations? > > Thanks very much in advance, > > Michael > > > > Michael Haenlein > Professor of Marketing > ESCP Europe > Paris, France ______________________________________________ R-help@r-project.org 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.
