Re: [R] 2SLS / TSLS / SEM non-linear

2013-07-13 Thread Arne Henningsen
Dear HC On 30 June 2013 18:53, hck wrote: > Generally I would have the following equations X_i = IV3_i + IV4_i * Y_i > applying for every company (i). In a first step, I am interested in > estimating the relationship between X and Y: Y_i = a + b * X_i + u to > ultimatly estimate X_i by substituti

Re: [R] 2SLS / TSLS / SEM non-linear

2013-06-30 Thread hck
Dear Arne Generally I would have the following equations X_i = IV3_i + IV4_i * Y_i applying for every company (i). In a first step, I am interested in estimating the relationship between X and Y: Y_i = a + b * X_i + u to ultimatly estimate X_i by substituting the Y_i and solving for X_i to be able

Re: [R] 2SLS / TSLS / SEM non-linear

2013-06-30 Thread Arne Henningsen
Dear HC On 30 Jun 2013 13:02, "hck" wrote: > 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. I do not u

Re: [R] 2SLS / TSLS / SEM non-linear

2013-06-30 Thread hck
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

Re: [R] 2SLS / TSLS / SEM non-linear

2013-06-29 Thread Paul Johnson
ject.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 pac

Re: [R] 2SLS / TSLS / SEM non-linear

2013-06-29 Thread John Fox
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

Re: [R] 2SLS / TSLS / SEM non-linear

2013-06-29 Thread hck
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? -- 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 N

Re: [R] 2SLS / TSLS / SEM non-linear

2013-06-23 Thread Achim Zeileis
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

[R] 2SLS / TSLS / SEM non-linear

2013-06-23 Thread hck
Dear all, I try to conduct a SEM / two stage least squares regression with the following equations: 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.