Dear Helplist, I want to produce forecasts from a structural equation model. With the SEM package the model setup and its estimation is possible. However, I have not figured out how to obtain ex ante forecasts, i.e. applying the Gauss-Seidel algorithm to the estimated structural equations for provided values of the exogenous variables (i.e.: y_t = -inv(A)*B*x_t). Does anyone know if the there is a function for producing such forecasts via Gauss-Seidel or what other functions are supporting objects of class 'SEM' or model notations in 'RAM' for achieving this task? Many thks, Bernhard If you have received this e-mail in error or wish to read our e-mail disclaimer statement and monitoring policy, please refer to http://www.drkw.com/disc/email/ or contact the sender -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Ex ante forecasting from structural equation models (SEM package)
1 message · Pfaff, Bernhard