2SLS / TSLS / SEM non-linear

hck

Sun, Jun 30, 2013 3:51 AM

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.



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Thread (8 messages)

hck 2SLS / TSLS / SEM non-linear Jun 23 Achim Zeileis 2SLS / TSLS / SEM non-linear Jun 23 hck 2SLS / TSLS / SEM non-linear Jun 29 John Fox 2SLS / TSLS / SEM non-linear Jun 29 Paul Johnson 2SLS / TSLS / SEM non-linear Jun 29 hck 2SLS / TSLS / SEM non-linear Jun 30 Arne Henningsen 2SLS / TSLS / SEM non-linear Jun 30 hck 2SLS / TSLS / SEM non-linear Jun 30