Kokia Z
2017-Feb-18 08:03 UTC
[R] splm/spgm : How to specify the instrumental variables for certain dependent variable ?
spgm(formula, data=list(), index=NULL, listw =NULL, listw2 = NULL, model=c("within","random"), lag = FALSE, spatial.error=TRUE, moments = c("initial", "weights", "fullweights"), endog = NULL, instruments= ~ X1 + X2, lag.instruments = FALSE, verbose = FALSE, method = c("w2sls", "b2sls", "g2sls", "ec2sls"), control = list(), optim.method = "nlminb", pars = NULL) Here's where I'm stuck in R: I need to use the instruments= ~ X1 + X2 as only one of my dependent variable, in stata, the code can be written as : ivreg2 Y x1 x2 x3 ...( xn = IV_1 + IV_2 ),gmm2s robust now in R, how can I specify the instrumental variables for my certain dependent variable? Thanks. [[alternative HTML version deleted]]