Seemingly unrelated regression PreviousNext
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 Robert White posted on Tuesday, March 11, 2008 - 12:29 pm
I'd like to run a seemingly unrelated regression in Mplus, but haven't seen anything on the site about SUR. I did, however, find the code shown below at http://www.ats.ucla.edu/stat/mplus/output/sureg.htm . Could anyone confirm whether this would be the appropriate way to run SUR in Mplus?

Many thanks!


Title:
Seemingly unrelated regression;
Data:
File = hsb2.dat ;
Variable:
Names = id female race ses schtyp prog read write math science socst;
usevar = read socst write math science;
Analysis:
Type = meanstructure ;
model:
read on write math science;
socst on write math science;
 Linda K. Muthen posted on Tuesday, March 11, 2008 - 1:01 pm
According the the ATS website, this is correct. I have no reason to doubt this.
 Robert White posted on Tuesday, March 11, 2008 - 1:17 pm
Thank you.
 Robert White posted on Wednesday, March 12, 2008 - 6:58 pm
As a follow-up, would there be any methodological problems with including a CFA in the same model? For example looking back at the example in my original post, could one include indicators of some of the constructs, something like this?

Title:
Seemingly unrelated regression;
Data:
File = hsb2.dat ;
Variable:
Names = id female race ses schtyp prog
read1 read2 read3 write
math1 math2 math3 science socst;
usevar = read1 read2 read3 socst
write math1 math2 math3 science;
Analysis:
Type = meanstructure ;
model:
math by math1 math2 math3;
read by read1 read2 read3;
read on write math science;
socst on write math science;

Thanks, Robert
 Linda K. Muthen posted on Wednesday, March 12, 2008 - 8:24 pm
I can't see that this would be a problem.
 Robert White posted on Wednesday, March 12, 2008 - 8:47 pm
Thank you again.
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