Re: [R] Which package should I use if I estimate a recursive model?

From: John Fox <jfox_at_mcmaster.ca>
Date: Sun, 10 Feb 2008 09:41:45 -0500

Dear Yongfu He,

If you mean a recursive structural-equation model, then if you're willing to assume normally distributed errors, equation-by-equation OLS regression, using lm(), will give you the full-information maximum-likelihood estimates of the structural coefficients. You could also use the sem() function in the sem package, but, aside from getting a test of over-identifying restrictions (assuming that the model is overidentified), there's not much reason to do so -- you'll get the same estimates.

I hope this helps,
 John



John Fox, Professor
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox

> -----Original Message-----
> From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-
> project.org] On Behalf Of Yongfu He
> Sent: February-09-08 9:16 PM
> To: r-help_at_r-project.org
> Subject: [R] Which package should I use if I estimate a recursive
> model?
>
>
> Dear All:
>
> I want to estimate a simple recursive mode in R. Which package should I
> use? Thank you very much in advance.
>
> Yongfu He
> _________________________________________________________________
>
>
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