[R] Instrumental variables

Arne Henningsen ahenningsen at email.uni-kiel.de
Fri Aug 20 10:48:58 CEST 2004


The package systemfit offers instrumental variables (IV) estimation (2SLS + 
3SLS). Though this package is built to estimate equation systems, people told 
me that they use it also for single equation IV estimations (using an 
equation "system" that contains only one equation).

Arne

On Friday 20 August 2004 06:53, anafava at uiuc.edu wrote:
> May someone help me to find out how to use intruments in R?
>
> Thanks
> Ana
>
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-- 
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
ahenningsen at agric-econ.uni-kiel.de
http://www.uni-kiel.de/agrarpol/ahenningsen/




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