Dear Hans-Christian > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of hck > Sent: Saturday, June 29, 2013 11:19 AM > To: r-help@r-project.org > Subject: Re: [R] 2SLS / TSLS / SEM non-linear > > The challenge is to firstly calculate the reduced form. As far as I > know, the > SEM package does not do this automatically. Am I correct? >
Right. If you look at the code in sem:::tsls.default, you'll see that it formulates and solves the 2SLS estimating equations directly (using a Cholesky decomposition). Moreover, tsls() is for linear structural equations. Best, John ----------------------------------------------- John Fox Senator McMaster Professor of Social Statistics Department of Sociology McMaster University Hamilton, Ontario, Canada > > > > > -- > View this message in context: http://r.789695.n4.nabble.com/2SLS-TSLS- > SEM-non-linear-tp4670123p4670595.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.
