On 9/14/06, Benjamin Appel <[log in to unmask]> wrote:
> I am having trouble determining if the below problem violates any
> statistical assumptions. Pardon the simplistic notation.
>
> Eq. 1
> DV1=Dem.+IV2 +IV3+IV4+u
>
> Eq. 2
> DV2(which is IV2 in first equation)=Dem.+IV5...IV7+u
>
> Eq.3
> DV3(which is IV3 is first equation)=Dem.+IV8...IV10+u
>
> Eq. 4
> DV4(which is IV4 in the first equation)=Dem.+IV11...IV13+u
>
>
> Basically, Democracy is an IV in the first equation, but is also used as
> an IV in the other equations (along with various other different/new
> IVs) to explain the IVs in the first equation.
>
> Again, does this problem violate any statistical properties/assumptions,
> and if so what are the appropriate fixes? It seems somewhat similar to a
> simultaneous equations problem, but I don't think it is since there are
> no (non)recursive relationships.

It doesn't violate any assumptions I can think of; all you really have
is a structural equation model (with all variables manifest rather
than latent) where "Dem." is a predictor of all four DV's (i.e. it has
a direct effect on all four DVs, and indirect effects on DV1 via DVs
1-3).

As far as modelling goes, any decent SEM package (AMOS, LISREL, 'sem'
in R) should be able to handle this fairly trivially via either MLE or
2SLS (two-stage least squares).  Stata should also be able to do it
with some command (I can't remember what it is offhand: sysreg?).


Chris
--
Christopher N. Lawrence <[log in to unmask]>
Assistant Professor of Political Science (non-tenure-track)
Saint Louis University
109 Fitzgerald Hall
3500 Lindell Boulevard
St. Louis, Missouri 63103-1021

Website: http://www.cnlawrence.com/

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