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312655
2009 Dec 15
2
Instrumental Variables Regression
Hi there,
I hope to build a model Y ~ X1 + X2 + X3 + X4 with X1 has two
instrumental variable A and B, and X2 has one instrumental variable A. I
have searched the R site and mailling list, and known that the tsls()
from sem package and ivreg() from AER package can deal with instrumental
variable regression, however, I don't know how to formula the model.
Any suggestion will be really