R help - Feb 2008 - Which package should I use if I estimate a recursive model?

Dear All:
 
I want to estimate a simple recursive mode in R. Which package should I use?
Thank you very much in advance.
 
Yongfu He
_________________________________________________________________


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Dear Yongfu He,

If you mean a recursive structural-equation model, then if you're willing to
assume normally distributed errors, equation-by-equation OLS regression,
using lm(), will give you the full-information maximum-likelihood estimates
of the structural coefficients. You could also use the sem() function in the
sem package, but, aside from getting a test of over-identifying restrictions
(assuming that the model is overidentified), there's not much reason to do
so -- you'll get the same estimates.

I hope this helps,
 John

--------------------------------
John Fox, Professor
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Yongfu He
> Sent: February-09-08 9:16 PM
> To: r-help at r-project.org
> Subject: [R] Which package should I use if I estimate a recursive
> model?
> 
> 
> Dear All:
> 
> I want to estimate a simple recursive mode in R. Which package should I
> use? Thank you very much in advance.
> 
> Yongfu He
> _________________________________________________________________
> 
> 
> 	[[alternative HTML version deleted]]
> 
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