Thank you John and Paul, I started having a look into the systemfit.
Basically, my two equations are: 1. Y = IV1 + IV2 x X 2. Y = a + b x X + u where Y and X are the two endogenous variables, IV1 and IV2 are the instruments, and u is the error term. -- View this message in context: http://r.789695.n4.nabble.com/2SLS-TSLS-SEM-non-linear-tp4670123p4670612.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.