Dear R users,
I have a question on multilevel modeling with R when there is endogenous
regressor(s) involved. As far as my economics background concerned, I
understand that Hausman-Taylor estimator (via Generalized Least Square)
deals with this situation and the package plm does the trick. Unfortunately,
plm is created for the conventional 2-level, that is, panel or logitudinal
data structure. On the other hand, both lme/lmer (in nlme and lme4 package
respectively) are advanced packages for multilevel modeling (via Maximum
Likelihood estimators) but I haven't found any option to tackle the
potential endogeneity problems.
I'm wondering if any one knows a package that handles this type of problem,
i.e., multilevel (3-level) with endogenous regresssor. In particular, I'd
appreciate it if you can point me to any resource that invokes the HT
approach in a multilevel setting.
Thanks in advance!
Regards,
Gerry
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
