Yes, you need an instrument (or something else)!
Best,
Kosuke
---------------------------------------------------------
Kosuke Imai Office: Corwin Hall 036
Professor Phone: 609-258-6601
Department of Politics Fax: 609-258-1110
Princeton University Email: kimai(a)Princeton.Edu
Princeton, NJ 08544-1012 http://imai.princeton.edu
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On Nov 11, 2013, at 5:39 PM, aschmid1 <aschmid1(a)stevens.edu> wrote:
> Dear Dr. Imai,
> I'll greatly appreciate your advice. I'm trying to use twosls for VAR2 that has only lags but no exogenous variables:
> y1(t)=a01*y2(t) + a11*y1(t-1) + a12*y1(t-2) + a12*y1(t-1) + a22*y1(t-2)
> y2(t)=b01*y1(t) + b11*y1(t-1) + b21*y1(t-2) + b12*y2(t-1) + b22*y2(t-2)
>
> Do I have to specify instrumental variables for this model?
>
> Thanks much, Alec Schmidt
Hello,
I am running several regressions with multiply imputed data sets, and Zelig
is unable to provide the summary of the regression results when I run a
multilevel model (this happens with any multilevel model supported by
ZeligMultilevel).
A reproducible example is the following:
*require(Amelia)*
*require(Zelig)*
*require(ZeligMultilevel)*
*data(freetrade)*
*amelia.ft <- amelia(freetrade, ts="year", cs="country")*
*# Non-multilevel model*
*z.out1 <- zelig(tariff ~ pop + country, data=amelia.ft, model="ls")*
*# summary() works fine*
*summary(z.out1)*
*# Multilevel model*
*z.out2 <- zelig(tariff ~ pop + tag(1 | country), data=amelia.ft, *
* model="ls.mixed")*
*# summary() does not work*
*summary(z.out2)*
The error message is:
*Error in object[[1]]$result$call :
$ operator not defined for this S4 class*
The same issue is described
here<http://stackoverflow.com/questions/16571580/multi-level-regression-model-on…>,
where a solution is also provided in the form of a slightly modified
version of summary.MI(). The problem is that once the modified version of
summary.MI() has been loaded, the function no longer works with standard
models.
Is there a better workaround?
Thank you in advance,
Mattia
--
Mattia Guidi, Ph.D
Post-doctoral Fellow
LUISS Guido Carli
Department of Political Science & School of Government
Via di Villa Emiliani 14
00197 Rome (Italy)
Tel: +39 06 8522 5706
