Dear Mathieu,
If "two stage level least square" is the same as two-stage least
squares,
then you might take a look at the tsls function in the sem package.
I hope this helps,
John
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of
> VUILLEUMIER Mathieu
> Sent: Wednesday, April 21, 2004 1:34 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] two stage level least square in R
>
> I m in front of a problem of simultaneity bias between two
> equations and would like to apply the two stage level least
> square....Is there a special command in R ? I didn't found
> something about that in the R help.
>
> Thanks for your help !!!!
>
>
>
> **************************************************************
> Mathieu Vuilleumier - collaborateur scientifique Institut de
> recherches ??conomique et r??gionale (IRER) Universit?? de
> Neuch??tel Pierre-??-Mazel 7, CH-2000 Neuch??tel Tel : 032/ 718
> 14 66 E-mail : mathieu.vuilleumier at unine.ch
>
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