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st: system


From   Henrik Andersson <henrik.andersson@tft.lth.se>
To   statalist@hsphsun2.harvard.edu
Subject   st: system
Date   Sun, 20 Oct 2002 16:59:34 +0200

Hi,

problem:

I would like to use the predicted values from one regression as explanatory variables in another regression. The model looks like,

Y=g(Z) (1)
P=f(X,Y) (2)

None of the explanatory variables from equation (1) are included in eq. (2), only the predicted values for the dependnet variable. The dependent variable in eq. (2) is not included as an explanatory variable in eq. (1).

Questions:
(i) How do I this as a system in STATA (which I suppose that I have to since I have "errors in variables") when eq. (1) is linear and eq. (2) is nonlinear?

Thanks

Henrik Andersson

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