Can I use SPSS software to do the simultaneous equation modeling?

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Can I use SPSS software to do the simultaneous equation modeling?

Sajid Raza
I am trying to model vehicles speed in two lanes on a road. This modeling consists of simultaneous equations (two equations) because the speed in one lane is dependent on the speed in the adjacent lane. So kindly help me if anyone knows how to model simultaneous equation modeling.

Thank you in advance.
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Bruce Weaver
Administrator
The 2SLS procedure might be what you're looking for.

https://www.ibm.com/support/knowledgecenter/SSLVMB_21.0.0/com.ibm.spss.statistics.help/syn_2sls.htm

Note that multiple /EQUATION sub-commands can be included.

HTH.

Sajid Raza wrote
I am trying to model vehicles speed in two lanes on a road. This modeling consists of simultaneous equations (two equations) because the speed in one lane is dependent on the speed in the adjacent lane. So kindly help me if anyone knows how to model simultaneous equation modeling.

Thank you in advance.
--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

PLEASE NOTE THE FOLLOWING: 
1. My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above.
2. The SPSSX Discussion forum on Nabble is no longer linked to the SPSSX-L listserv administered by UGA (https://listserv.uga.edu/).
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Jon Peck
2SLS does require that the two equations be different enough (the identification problem) to provide enough instrumental variables.

On Friday, July 8, 2016, Bruce Weaver <[hidden email]> wrote:
The 2SLS procedure might be what you're looking for.

https://www.ibm.com/support/knowledgecenter/SSLVMB_21.0.0/com.ibm.spss.statistics.help/syn_2sls.htm

Note that multiple /EQUATION sub-commands can be included.

HTH.


Sajid Raza wrote
> I am trying to model vehicles speed in two lanes on a road. This modeling
> consists of simultaneous equations (two equations) because the speed in
> one lane is dependent on the speed in the adjacent lane. So kindly help me
> if anyone knows how to model simultaneous equation modeling.
>
> Thank you in advance.





-----
--
Bruce Weaver
<a href="javascript:;" onclick="_e(event, &#39;cvml&#39;, &#39;bweaver@lakeheadu.ca&#39;)">bweaver@...
http://sites.google.com/a/lakeheadu.ca/bweaver/

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NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.

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Jon K Peck
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Ryan
In reply to this post by Bruce Weaver
The OP needs to provide further details regarding the actual model for me to provide any advice.

Ryan
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Sajid Raza
I want to model the mean speed of vehicles in two adjacent lanes on road.This can be done by simultaneous equation modeling because the speeds in each lane are interdependent.

The first equation would be: speed1= a1.volume1 + b1.number of cars1 + c1. speed2  

The 2nd equation would be: speed2= a2.volume2 + b2.number of cars2 + c2. speed1

where speed1 is the speed in lane No.1 and speed2 is the speed in lane No.2. so i want to model this by SPSS or Minitab softwares.

Now I need help to guide me how to model this?

Thanks.
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Bruce Weaver
Administrator
I am responding to this with Sajid's post quoted below because Nabble shows that it still has not been delivered to the actual UGA mailing list.  

Sajid, Nabble shows that neither of your posts via Nabble have been delivered to the actual mailing list, which means that not all list members will  have seen them.  If you have not joined the actual mailing list, you can do so via this page:

http://spssx-discussion.1045642.n5.nabble.com/mailing_list/MailingListOptions.jtp?forum=1068821

HTH.

Sajid Raza wrote
I want to model the mean speed of vehicles in two adjacent lanes on road.This can be done by simultaneous equation modeling because the speeds in each lane are interdependent.

The first equation would be: speed1= a1.volume1 + b1.number of cars1 + c1. speed2  

The 2nd equation would be: speed2= a2.volume2 + b2.number of cars2 + c2. speed1

where speed1 is the speed in lane No.1 and speed2 is the speed in lane No.2. so i want to model this by SPSS or Minitab softwares.

Now I need help to guide me how to model this?

Thanks.
--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

PLEASE NOTE THE FOLLOWING: 
1. My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above.
2. The SPSSX Discussion forum on Nabble is no longer linked to the SPSSX-L listserv administered by UGA (https://listserv.uga.edu/).
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Ryan
Thanks, Bruce.

It is not possible to update the left side of the equation while estimating the right side using mixed models. In this type of scenario the original recommendation holds. And I agree with a previous response that achieving identification for such a model needs to be taken into consideration carefully.

Now, if one wants to simultaneously estimate the expected value of response 1 ("y1") and response 2 ("y2") simultaneously while allowing for response-specific predictor effects then a linear mixed model may be employed. For this model, the correlated responses would be assumed to be conditionally bivariate normal. This model would allow for interesting contrasts (e.g. to what extent does the effect of x1 on y1 differ than the effect of x1 on y2).

Then again, based on what I just read from the previous post, it sounds like the latter model I mentioned would not address the RQ.

Ryan

Sent from my iPhone

> On Jul 9, 2016, at 11:04 AM, Bruce Weaver <[hidden email]> wrote:
>
> I am responding to this with Sajid's post quoted below because Nabble shows
> that it still has not been delivered to the actual UGA mailing list.  
>
> Sajid, Nabble shows that neither of your posts via Nabble have been
> delivered to the actual mailing list, which means that not all list members
> will  have seen them.  If you have not joined the actual mailing list, you
> can do so via this page:
>
> http://spssx-discussion.1045642.n5.nabble.com/mailing_list/MailingListOptions.jtp?forum=1068821
>
> HTH.
>
>
> Sajid Raza wrote
>> I want to model the mean speed of vehicles in two adjacent lanes on
>> road.This can be done by simultaneous equation modeling because the speeds
>> in each lane are interdependent.
>>
>> The first equation would be: speed1= a1.volume1 + b1.number of cars1 + c1.
>> speed2  
>>
>> The 2nd equation would be: speed2= a2.volume2 + b2.number of cars2 + c2.
>> speed1
>>
>> where speed1 is the speed in lane No.1 and speed2 is the speed in lane
>> No.2. so i want to model this by SPSS or Minitab softwares.
>>
>> Now I need help to guide me how to model this?
>>
>> Thanks.
>
>
>
>
>
> -----
> --
> Bruce Weaver
> [hidden email]
> http://sites.google.com/a/lakeheadu.ca/bweaver/
>
> "When all else fails, RTFM."
>
> NOTE: My Hotmail account is not monitored regularly.
> To send me an e-mail, please use the address shown above.
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Can-I-use-SPSS-software-to-do-the-simultaneous-equation-modeling-tp5732670p5732682.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Sajid Raza
Jon, and Ryan. I checked many research papers and they have done the same kind of analysis. They have used 3SLS to solve simultaneous equations because the speeds in both the equations are endogenous.

They have used the below equations. They have used natural logarithm of speed instead of simple speed. I do not the reason for log.  V1 and V2 are speeds which are endogenous variables.

lnV1=α1+β1X1+γ1lnV2+ε1


lnV2=α2+β2X2+γ2lnV1+ε2

Now can i use SPSS for 3SLS?

Thanks.
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Maguin, Eugene
Isn't this an example of a, I think the term is, non-recursive model? V1 predicts V2 and simultaneously V2 predicts V1. If non-recursive is the correct characterization, this type of model comes up in structural equation modeling and can be solved in that type of software. Amos, part of spss, is that type of software.
Gene Maguin

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Sajid Raza
Sent: Monday, July 11, 2016 1:37 AM
To: [hidden email]
Subject: Re: Can I use SPSS software to do the simultaneous equation modeling?

Jon, and Ryan. I checked many research papers and they have done the same kind of analysis. They have used 3SLS to solve simultaneous equations because the speeds in both the equations are endogenous.

They have used the below equations. They have used natural logarithm of speed instead of simple speed. I do not the reason for log.  V1 and V2 are speeds which are endogenous variables.

lnV1=α1+β1X1+γ1lnV2+ε1


lnV2=α2+β2X2+γ2lnV1+ε2

Now can i use SPSS for 3SLS?

Thanks.



--
View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Can-I-use-SPSS-software-to-do-the-simultaneous-equation-modeling-tp5732670p5732686.html
Sent from the SPSSX Discussion mailing list archive at Nabble.com.

=====================
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Ryan
Gene,

Unfortunately, the present version of AMOS is not capable of fitting non-recursive models.

Ryan

Sent from my iPhone

> On Jul 11, 2016, at 8:24 AM, Maguin, Eugene <[hidden email]> wrote:
>
> Isn't this an example of a, I think the term is, non-recursive model? V1 predicts V2 and simultaneously V2 predicts V1. If non-recursive is the correct characterization, this type of model comes up in structural equation modeling and can be solved in that type of software. Amos, part of spss, is that type of software.
> Gene Maguin
>
> -----Original Message-----
> From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Sajid Raza
> Sent: Monday, July 11, 2016 1:37 AM
> To: [hidden email]
> Subject: Re: Can I use SPSS software to do the simultaneous equation modeling?
>
> Jon, and Ryan. I checked many research papers and they have done the same kind of analysis. They have used 3SLS to solve simultaneous equations because the speeds in both the equations are endogenous.
>
> They have used the below equations. They have used natural logarithm of speed instead of simple speed. I do not the reason for log.  V1 and V2 are speeds which are endogenous variables.
>
> lnV1=α1+β1X1+γ1lnV2+ε1
>
>
> lnV2=α2+β2X2+γ2lnV1+ε2
>
> Now can i use SPSS for 3SLS?
>
> Thanks.
>
>
>
> --
> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Can-I-use-SPSS-software-to-do-the-simultaneous-equation-modeling-tp5732670p5732686.html
> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>
> =====================
> To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
>
> =====================
> To manage your subscription to SPSSX-L, send a message to
> [hidden email] (not to SPSSX-L), with no body text except the
> command. To leave the list, send the command
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Rich Ulrich
In reply to this post by Sajid Raza
Why use the logs of the speeds?  - because the effect of the difference
between (say) 10 and 20 mph  is assumed to be greater than the effect
of the difference between 50 and 60.  That lack of "equal intervals"
would justify /some/ transformation if the data do include a wide range
of speeds.   - You would make that assumption, perhaps, on the basis of
earlier data; or you could decide that it is necessary in order to remove
outlying residuals;  or you could (more blindly) opt for it because it "gives
better results" in terms of R2.  (You should tell your audience which.)

Is the log is the ideal transformation? - it is a simple transformation, and
it is in the right direction.  If I have enough data, I try to confirm whether
this simple choice seems optimal.  I might try using the square-root to see if
that gives better results.

--
Rich Ulrich

> Date: Sun, 10 Jul 2016 22:36:55 -0700

> From: [hidden email]
> Subject: Re: Can I use SPSS software to do the simultaneous equation modeling?
> To: [hidden email]
>
> Jon, and Ryan. I checked many research papers and they have done the same
> kind of analysis. They have used 3SLS to solve simultaneous equations
> because the speeds in both the equations are endogenous.
>
> They have used the below equations. They have used natural logarithm of
> speed instead of simple speed. I do not the reason for log. V1 and V2 are
> speeds which are endogenous variables.
>
> lnV1=α1+β1X1+γ1lnV2+ε1
>
>
> lnV2=α2+β2X2+γ2lnV1+ε2
>
> Now can i use SPSS for 3SLS?
>
> Thanks.
===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Jon Peck
Rich said
"or you could (more blindly) opt for it because it "gives
better results" in terms of R2"

but you shouldn't compare models with different (forms of the) dependent variable this way.

On Mon, Jul 11, 2016 at 9:13 AM, Rich Ulrich <[hidden email]> wrote:
Why use the logs of the speeds?  - because the effect of the difference
between (say) 10 and 20 mph  is assumed to be greater than the effect
of the difference between 50 and 60.  That lack of "equal intervals"
would justify /some/ transformation if the data do include a wide range
of speeds.   - You would make that assumption, perhaps, on the basis of
earlier data; or you could decide that it is necessary in order to remove
outlying residuals;  or you could (more blindly) opt for it because it "gives
better results" in terms of R2.  (You should tell your audience which.)

Is the log is the ideal transformation? - it is a simple transformation, and
it is in the right direction.  If I have enough data, I try to confirm whether
this simple choice seems optimal.  I might try using the square-root to see if
that gives better results.

--
Rich Ulrich

> Date: Sun, 10 Jul 2016 22:36:55 -0700

> From: [hidden email]
> Subject: Re: Can I use SPSS software to do the simultaneous equation modeling?
> To: [hidden email]
>
> Jon, and Ryan. I checked many research papers and they have done the same
> kind of analysis. They have used 3SLS to solve simultaneous equations
> because the speeds in both the equations are endogenous.
>
> They have used the below equations. They have used natural logarithm of
> speed instead of simple speed. I do not the reason for log. V1 and V2 are
> speeds which are endogenous variables.
>
> lnV1=α1+β1X1+γ1lnV2+ε1
>
>
> lnV2=α2+β2X2+γ2lnV1+ε2
>
> Now can i use SPSS for 3SLS?
>
> Thanks.
===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD



--
Jon K Peck
[hidden email]

===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Rich Ulrich

Jon,
You are absolutely right.

I should have said, "gives better results, in comparisons that are more
complicated than looking at the original two values of R2."

One thing to look for in the "better model" is for the residuals to be
well-behaved:  symmetrical and homogeneous across the range of the fit.

--
Rich Ulrich



Date: Mon, 11 Jul 2016 10:42:30 -0600
From: [hidden email]
Subject: Re: Can I use SPSS software to do the simultaneous equation modeling?
To: [hidden email]

Rich said
"or you could (more blindly) opt for it because it "gives
better results" in terms of R2"

but you shouldn't compare models with different (forms of the) dependent variable this way.

On Mon, Jul 11, 2016 at 9:13 AM, Rich Ulrich <[hidden email]> wrote:
Why use the logs of the speeds?  - because the effect of the difference
between (say) 10 and 20 mph  is assumed to be greater than the effect
of the difference between 50 and 60.  That lack of "equal intervals"
would justify /some/ transformation if the data do include a wide range
of speeds.   - You would make that assumption, perhaps, on the basis of
earlier data; or you could decide that it is necessary in order to remove
outlying residuals;  or you could (more blindly) opt for it because it "gives
better results" in terms of R2.  (You should tell your audience which.)

Is the log is the ideal transformation? - it is a simple transformation, and
it is in the right direction.  If I have enough data, I try to confirm whether
this simple choice seems optimal.  I might try using the square-root to see if
that gives better results.

--
Rich Ulrich

> Date: Sun, 10 Jul 2016 22:36:55 -0700

> From: [hidden email]
> Subject: Re: Can I use SPSS software to do the simultaneous equation modeling?
> To: [hidden email]
>
> Jon, and Ryan. I checked many research papers and they have done the same
> kind of analysis. They have used 3SLS to solve simultaneous equations
> because the speeds in both the equations are endogenous.
>
> They have used the below equations. They have used natural logarithm of
> speed instead of simple speed. I do not the reason for log. V1 and V2 are
> speeds which are endogenous variables.
>
> lnV1=α1+β1X1+γ1lnV2+ε1
>
>
> lnV2=α2+β2X2+γ2lnV1+ε2
>
> Now can i use SPSS for 3SLS?
>
> Thanks.
===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD



--
Jon K Peck
[hidden email]

===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Sajid Raza
In reply to this post by Jon Peck
Jon, Ryan, Eugene, Rich !

Thank you all for the valuable answers to my query. I appreciate your time. I am going to model the data using 2SLS method. If there is any further query, I will post my questions in this group.

Thank you all once again.
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Rudobeck, Emil (LLU)
In reply to this post by Sajid Raza
I haven't used SLS, but did review SPSS options when I was looking for solutions for errors-in-variables. I ended up going with SEM, so did not learn much about SLS. But basically there is an option for 3SLS if you install the R plug in and then the STATS EQNSYSTEM extension: http://www.ibm.com/support/knowledgecenter/SSLVMB_24.0.0/spss/programmability_option/r_package_installed_extensions.html


________________________________________
From: SPSSX(r) Discussion [[hidden email]] on behalf of Sajid Raza [[hidden email]]
Sent: Sunday, July 10, 2016 10:36 PM
To: [hidden email]
Subject: Re: Can I use SPSS software to do the simultaneous equation modeling?

Jon, and Ryan. I checked many research papers and they have done the same
kind of analysis. They have used 3SLS to solve simultaneous equations
because the speeds in both the equations are endogenous.

They have used the below equations. They have used natural logarithm of
speed instead of simple speed. I do not the reason for log.  V1 and V2 are
speeds which are endogenous variables.

lnV1=α1+β1X1+γ1lnV2+ε1


lnV2=α2+β2X2+γ2lnV1+ε2

Now can i use SPSS for 3SLS?

Thanks.



--
View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Can-I-use-SPSS-software-to-do-the-simultaneous-equation-modeling-tp5732670p5732686.html
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FW: Can I use SPSS software to do the simultaneous equation modeling?

Anthony Babinec
In reply to this post by Ryan
So far as I know, Amos 24 can fit nonrecursive models. For example, there
is the Felson and Bohrnstedt example that is in the Amos User Guide. In
the path diagram below, there are arrows flowing from Academic to Attract
and Attract to Academic. Not shown are double-headed arrows representing
correlations between the exogenous variables at the left

GPA ->    Academic <- e1
               |    ^           ^
               |     |            |
height      V     |           V
weight -> Attract     <- e2
rating

Tony Babinec
[hidden email]

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Re: Can I use SPSS software to do the simultaneous equation modeling?

Ryan
Anthony,

That would be a significant advancement to AMOS. Glad to be corrected, and I will certainly investigate this added capability.

Best,

Ryan

Sent from my iPhone

> On Jul 12, 2016, at 7:53 PM, Anthony Babinec <[hidden email]> wrote:
>
> So far as I know, Amos 24 can fit nonrecursive models. For example, there
> is the Felson and Bohrnstedt example that is in the Amos User Guide. In
> the path diagram below, there are arrows flowing from Academic to Attract
> and Attract to Academic. Not shown are double-headed arrows representing
> correlations between the exogenous variables at the left
>
> GPA ->    Academic <- e1
>               |    ^           ^
>               |     |            |
> height      V     |           V
> weight -> Attract     <- e2
> rating
>
> Tony Babinec
> [hidden email]
>
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Sajid Raza
In reply to this post by Rudobeck, Emil (LLU)
Hey Emil,

 I installed the R plugin but there is just 2SLS in SPSS now. 3SLS in not available.

Thank you
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Re: FW: Can I use SPSS software to do the simultaneous equation modeling?

Sajid Raza
In reply to this post by Anthony Babinec
Anthony,

Thank you for your answer. I found that example. Now can I model my simultaneous equations by the methodology in AMOS. Most of the researcher has used 3SLS method.

Thank you for your time.
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Re: Can I use SPSS software to do the simultaneous equation modeling?

Jon Peck
In reply to this post by Sajid Raza
As I said before, the STATS EQNSYSTEM extension command provides 3SLS.  If you don't see it via Analyze > Regression > Equation Systems, you can install it from the Utilities > Extension Commands > Download and Install ... menu or, in V24, the Extensions menu.

But in the specific example given, 3SLS and 2SLS give identical results.

On Tue, Jul 12, 2016 at 7:20 PM, Sajid Raza <[hidden email]> wrote:
Hey Emil,

 I installed the R plugin but there is just 2SLS in SPSS now. 3SLS in not
available.

Thank you



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