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RE: systemfit [ reply ]
By: Arne Henningsen on 2016-03-19 09:46
Do you want to estimate a simultaneous equation model [1] or a structural equation model [2]? Systemfit can only estimate the former.



systemfit [ reply ]
By: vinoth kumar on 2016-03-17 09:38
Greetings! I was working to estimate the simultaneous equation model. In the process of estimation I found something very strange. In none of the packages, in the estimation, all the equations except identities are considered for estimation either jointly or individually. So, what is the role then of these identities. I just want to know whether my understanding about the estimation of SEM is correct. If my understanding is wrong, kindly suggest me a reference for getting the clarification.

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