SIRE - Finding Feedback Effects in SEM and Testing for Their
Significance
Provides two main functionalities. 1 - Given a system of
simultaneous equation, it decomposes the matrix of coefficients
weighting the endogenous variables into three submatrices: one
includes the subset of coefficients that have a causal nature
in the model, two include the subset of coefficients that have
a interdependent nature in the model, either at systematic
level or induced by the correlation between error terms. 2 -
Given a decomposed model, it tests for the significance of the
interdependent relationships acting in the system, via Maximum
likelihood and Wald test, which can be built starting from the
function output. For theoretical reference see Faliva (1992)
<doi:10.1007/BF02589085> and Faliva and Zoia (1994)
<doi:10.1007/BF02589041>.
