[R] (Statistics question) - Nonlinear regression and simultaneous equation

adschai at optonline.net
Thu, 05 Jul 2007 02:14:41 -0000

Hi,I have a fundamental questions that I'm a bit confused. If any guru from
this circle could help me out, I would really appreciate.I have a system of
equations in which some of the endogs appear on right hand sides of some
equations. To solve this, one needs a technique like 2SLS or FIML to circumvent
inconsistency of the estimated coefficients. My question is that if I apply the
nonlinear regression like SVM regression. Do I still need to worry about
endogeneity? Meaning, what I only need to care is the 1st step of 2SLS. That
would mean that I only need to carry out the SVM regression on all the exogs. Am
I missing anything here? Thank you so much.Regards,- adschai

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