Re: [R] instrumental variables regression using ivreg (AER) or tsls (sem)

2012-12-02 Thread Achim Zeileis
On Thu, 29 Nov 2012, Ranjan Maitra wrote: Dear friends, I am trying to understand and implement instrumental variables regression using R. I found a small (simple) example here which purportedly illustrates the mechanics (using 2-stage least-squares): http://www.r-bloggers.com/a-simple-instru

[R] instrumental variables regression using ivreg (AER) or tsls (sem)

2012-11-29 Thread Ranjan Maitra
Dear friends, I am trying to understand and implement instrumental variables regression using R. I found a small (simple) example here which purportedly illustrates the mechanics (using 2-stage least-squares): http://www.r-bloggers.com/a-simple-instrumental-variables-problem/ Basically, here ar

Re: [R] Instrumental Variables Regression

2009-12-15 Thread Achim Zeileis
On Tue, 15 Dec 2009, Jinsong Zhao wrote: Hi there, I hope to build a model Y ~ X1 + X2 + X3 + X4 with X1 has two instrumental variable A and B, and X2 has one instrumental variable A. I have searched the R site and mailling list, and known that the tsls() from sem package and ivreg() from AER p

Re: [R] Instrumental Variables Regression

2009-12-15 Thread John Fox
> -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On > Behalf Of Jinsong Zhao > Sent: December-15-09 10:03 AM > To: r-help@r-project.org > Subject: [R] Instrumental Variables Regression > > Hi there, > > I hope

[R] Instrumental Variables Regression

2009-12-15 Thread Jinsong Zhao
Hi there, I hope to build a model Y ~ X1 + X2 + X3 + X4 with X1 has two instrumental variable A and B, and X2 has one instrumental variable A. I have searched the R site and mailling list, and known that the tsls() from sem package and ivreg() from AER package can deal with instrumental variable r