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- Mon Apr 26, 2010 10:57 am
- Forum: Estimation
- Topic: MIMIC model estimation in state space
- Replies: 0
- Views: 3007
MIMIC model estimation in state space
Hello. I am new to this forum. I try to estimate a Multiple indicators multiple causes model (MIMIC), it's written in eviews guide that it can be estimated as a state space model. So I specify the model: @state ue_sub=c(1)*itax_sa+c(2)*scontrib_sa+c(3)*dtax_sa+c(4)*govsal_sa+c(5)*subsidies_sa+c(6)*d...