On Sun, 23 Jun 2013, hck wrote:
> Dear all, I try to conduct a SEM / two stage least squares regression with
> the following equations:
See ivreg() in package "AER" or tsls() in "sem".
hth,
Z
> First: X ~ IV1 + IV2 * Y
> Second: Y ~ a + b X
>
> therein, IV1 and IV2 are the two instruments I would like to use. the
> structure I would like to maintain as the model is derived from economic
> theory. My problem here is that I have trouble solving the equations to get
> the reduced form so I can run the tsls function of the gmm package (or just
> run two regressions using the lm funcation)
>
> Has anybody encountered a similar problem yet? The regular text books such
> as Wooldridge, Greene, or Stock and Watson are not much help here.
>
> Thanks and kind regards
> HC
>
>
>
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