[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]]
>
> _______________________________________________
> R-sig-Geo mailing list
> R-sig-Geo at stat.math.ethz.ch
> https://stat.ethz.ch/mailman/listinfo/r-sig-geo
>
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
More information about the R-sig-Geo
mailing list