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st: predict after suest
Can anyone offer advice on how to use information from a suest command
to create confidence intervals which take account of the revised SE
I have a system of equations:
nbreg Y1 Y2 X1 X2
reg Y2 Y1 X3 X4
I am fairly confident that the equations are endogenous to each other,
and so I generate instrumental variables for each endogenous Y, store
the estimates, and then re-run through the suest command (I cannot do
SUREG) since once is a count model and the other a regression model.
Running as suest improves my SE's, as I would expect, but I don't know
how to use take this information and apply to SE's of estimates. I
assume there is a way I can do this by examining the revised
covariance matrix, but not sure of the exact procedure I'd follow. Or
better yet: perhaps someone has written an .ado file that will do the
hard work for me?
Thanks for any advice!
Assistant Professor of Political Science
University of New Orleans
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