[R] Simultaneous Equation Model with Dichotomous Dependent Variables

Casey Mallon cem@||on @end|ng |rom uch|c@go@edu
Mon Oct 5 03:04:28 CEST 2020

Hello everyone!

I am currently working with a time series panel data set measuring six dependent variables:
4 of which are binary and 2 of which are count data.

I am interested in constructing a model to measure if the dependent variables influence one another.

For example: DV1~ DV2 + IV1+IV2+ Controls and DV2~ DV1 + IV1+ IV2+ Controls
(where IV stands for independent variable, not instrumental).

My current code looks like:
glm(DV1~ IV1+ Control1+ Control2+ DV4+ DV5+ DV6, family="binomial", data= data)
which I repeat for each of the 6 DVs.

I realize that I need to run a series of simultaneous equation models, but I am not having much luck figuring out how to run an SEM with binary data in R. The zelig package used to have a bivariate logit command, but zelig does not work with the most current version of R. Additionally, I would run into issues later on using that command since 2 of my variables are not binary.

Any ideas? Thanks for your help!



Ph.D student, Political Science

University of Chicago

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