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Re: st: RE: Stata Journal 3:2


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Stata Journal 3:2
Date   Wed, 27 Aug 2003 19:15:57 +0100

Kihong,

If you mean you want to estimate simultaneously a system of equations 
in which you have an explicit equation for your continuous endogenous 
variable and an equation for your dichotomous endogenous variable, 
then the answer is (probably) no.  I don't think anyone has written 
such a package for Stata.

However, you may still be able to estimate such a system equation-by-
equation and get consistent, albeit inefficient, estimates.  You may 
be able to use -ivprob- to estimate your dichotomous endogenous 
variable equation, and -ivreg- (or -ivreg2-) to estimate your 
continuous endogenous variable equation.  As usual, an advantage of 
equation-by-equation estimation is that misspecification in one 
equation wouldn't contaminate the estimation of the other equation.

Hope this helps.

--Mark

From:           	"kihong eom" <keom0@uky.edu>
To:             	<statalist@hsphsun2.harvard.edu>
Subject:        	st: RE: Stata Journal 3:2
Date sent:      	Wed, 27 Aug 2003 13:57:08 -0400
Send reply to:  	statalist@hsphsun2.harvard.edu

> Greetings, 
> 
> I would like to estimate a simultaneous equation in which one
> endogeneous variable is dichotomous and the other endogeneous variable
> is continuous.
> Does anybody know some statistical package for this situation available
> in Stata?
> Thank you,
> Kihong
> 
> Kihong Eom, Ph.D.
> 1651 Patterson Office Tower
> Lexington, KY, 40506
> Office: 859-257-6958
> Homepage: http://www.uky.edu/~keom0
> 
> 
> *
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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