Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Recursive Estimation


From   "Daniel" <[email protected]>
To   <[email protected]>
Subject   st: Recursive Estimation
Date   Mon, 29 Sep 2003 22:16:48 +1000

Dear All

I was wondering if anyone could explain the command suest

I have the following probit models which are estimated simultaneously

Y1= aX1+bZ2+e1
X1= cY1+dZ3+e2

I found a significant positive coefficient on X1 in the Y1 equation. This
suggests a recursive relationship. I was wondering whether suest estimates
such a recursive relationship, or would I be better off using biprobit. I
get quite different results using both and some of the estimates using
biprobit seem to be quite off - can anyone suggest why this is the case?

Thanks

Daniel
*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index