[R] Instrumental Variables Regression

Jinsong Zhao jszhao at mail.hzau.edu.cn
Tue Dec 15 16:03:23 CET 2009


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 appreciated. Thanks in advances!

Regards,
Jinsong



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