[R-sig-Geo] Instrumental Varibles

Paul Hiemstra p.hiemstra at geo.uu.nl
Mon Nov 10 21:56:12 CET 2008


Raphael Saldanha schreef:
> Hi!
>
> Is there any way to estimate model with instrumental variables in R?
>
> Regards,
>
> Raphael Saldanha
> saldanha.plangeo at gmail.com
>
> 	[[alternative HTML version deleted]]
>
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>   
Try googeling "R instrumental variables" or "R-help instrumental 
variables". Also check out the CRAN taskviews. In the econometrics Task 
view:

"Instrumental variables regression (two-stage least squares) is provided 
by ivreg()  in AER, another implementation is tsls()  in package sem. "

cheers,
Paul


-- 
Drs. Paul Hiemstra
Department of Physical Geography
Faculty of Geosciences
University of Utrecht
Heidelberglaan 2
P.O. Box 80.115
3508 TC Utrecht
Phone:     +31302535773
Fax:    +31302531145
http://intamap.geo.uu.nl/~paul




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