[R] simultaneous equation estimation?

John Fox jfox at mcmaster.ca
Mon Nov 12 13:48:44 CET 2001


At 12:38 AM 11/12/2001 -0800, Jeff D. Hamann wrote:
>Can R (which as I am quickly discovering is a awsome package) easily perform
>Two-Stage, Three-Stage, and Seemingly Unrelated Regression?

Dear Jeff,

The sem package does 2SLS (but not 3SLS or SUR).

A more general question that is implicit in many postings to the list is 
how to find functions in contributed packages on CRAN. One can use the 
help.search function for this purpose to search installed packages, but I'm 
unaware of a means for searching the contents of *all* packages. It would 
be nice to be able to do so.

John


-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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