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st: reg3 and estimation problem

From   "Mooi, E.A. (Erik)" <>
To   <>
Subject   st: reg3 and estimation problem
Date   Mon, 17 May 2004 13:14:18 +0200

Dear Statalisters,

I would like to estimate a model using the reg3 procedure. I have two equations, one where performance is dependent upon innovativeness and 8 other variables, and innovativeness which is dependent upon the same 8 variables. The instruments at my disposal are theoretically not very good.

Thus using the 3SLS estimation procedure does not appear to be a very good option. OLS is technically possible but since the errors are correlated in the model described above the OLS assumptions are violated. Doe anyone know of a way to estimate the problem described above?


Erik A. Mooi

PS: the stata model is: reg3 (faa = fab fac fae faf fag fah fai faj2 fak) (fab = faa  fac fae faf fag fah fai faj2 fak), nodfk corr (unstructured) ols    where faa is performance and fab innovativeness.

Vrije Universiteit Amsterdam
Faculty of Economics and Business Administration
Department of Marketing
De Boelelaan 1105
1081 HV Amsterdam
The Netherlands
Tel: 031204449862
Fax: 031204446005

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