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". hth, Z
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 HC -- 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@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.
______________________________________________ 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.
