search for: phi12

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2004 Feb 26
2
Structural Equation Model
Hello all! I want to estimate parameters in a MIMIC model. I have one latent variable (ksi), four reflexive indicators (y1, y2, y3 and y4) and four formative indicators (x1, x2, x3, x4). Is there a way to do it in R? I know there is the SEM library, but it seems not to be possible to specify formative indicators, that is, observed exogenous variables which causes the latent variable. Thanks,
2005 Dec 20
0
Help with ca.jo and cajools (Johansen's Cointegration)
...0.065968 z at Z12 0.371630 0.183797 z at ZKy1 -0.011724 -0.002647 z at ZKy2 0.012282 0.001827 z at ZK -0.012430 0.001482 My understanding is that the specification of the VECM was as follows (with K=2): deltay1 = c1 + a1*(y1_t-1-b2*y2_t-1)+ phi11*lag(deltay1_t-1) + phi12*deltay2_t-1+e1 deltay2 = c2 + a2*(y1_t-1-b2*y2_t-1)+ phi21*lag(deltay1_t-1) + phi22*deltay2_t-1+e2 My guess is that Z11 and Z12 correspond to the above phis. That c1 and c1 correspond to ZK. That b2 is -1.11 from the step before? The rest, ZKy1 and ZKy2 I can't place. Please help, Alex