R help - Oct 2020 - Simultaneous Equation Model with Dichotomous Dependent Variables

Hello everyone!

I am currently working with a time series panel data set measuring six dependent
variables:
4 of which are binary and 2 of which are count data.

I am interested in constructing a model to measure if the dependent variables
influence one another.

For example: DV1~ DV2 + IV1+IV2+ Controls and DV2~ DV1 + IV1+ IV2+ Controls
(where IV stands for independent variable, not instrumental).

My current code looks like:
glm(DV1~ IV1+ Control1+ Control2+ DV4+ DV5+ DV6, family="binomial",
data= data)
which I repeat for each of the 6 DVs.


I realize that I need to run a series of simultaneous equation models, but I am
not having much luck figuring out how to run an SEM with binary data in R. The
zelig package used to have a bivariate logit command, but zelig does not work
with the most current version of R. Additionally, I would run into issues later
on using that command since 2 of my variables are not binary.

Any ideas? Thanks for your help!

Casey

---

Ph.D student, Political Science

University of Chicago

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Casey, I have used laavan for sem in the past.

Stephen Sefick, PhD

On Mon, Oct 5, 2020, 02:12 Casey Mallon <cemallon at uchicago.edu> wrote:
> Hello everyone!
>
> I am currently working with a time series panel data set measuring six
> dependent variables:
> 4 of which are binary and 2 of which are count data.
>
> I am interested in constructing a model to measure if the dependent
> variables influence one another.
>
> For example: DV1~ DV2 + IV1+IV2+ Controls and DV2~ DV1 + IV1+ IV2+ Controls
> (where IV stands for independent variable, not instrumental).
>
> My current code looks like:
> glm(DV1~ IV1+ Control1+ Control2+ DV4+ DV5+ DV6,
family="binomial", data> data)
> which I repeat for each of the 6 DVs.
>
>
> I realize that I need to run a series of simultaneous equation models, but
> I am not having much luck figuring out how to run an SEM with binary data
> in R. The zelig package used to have a bivariate logit command, but zelig
> does not work with the most current version of R. Additionally, I would run
> into issues later on using that command since 2 of my variables are not
> binary.
>
> Any ideas? Thanks for your help!
>
> Casey
>
> ---
>
> Ph.D student, Political Science
>
> University of Chicago
>
>         [[alternative HTML version deleted]]
>
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