[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Taylor, Andrew" <Andrew.Taylor@whpct.nhs.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: simultaneous equations with binary dependent variable |

Date |
Wed, 10 Nov 2004 11:27:28 -0000 |

Hi This is useful information. Thanks Scott and John for the info on this. But is anyone aware of a similar routine which can do a cross-sectional panel data model. Andrew -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of smerryman@kc.rr.com Sent: 09 November 2004 20:50 To: statalist@hsphsun2.harvard.edu Subject: Re: st: simultaneous equations with binary dependent variable -findit simultaneous binary variable- brings up SJ-3-2 st0038 CDSIMEQ: A program to implement two-stage probit least squares (help cdsimeq if installed) . . . . . . . . . . . . . . O. M. G. Keshk Q2/03 SJ 3(2):157--167 two-stage probit least squares estimation for simultaneous equation models in which one of the endogenous variables is continuous and the other is dichotomous Possibly this will help. Scott ----- Original Message ----- From: "Xuefeng (John) Jiang" <jiang@uga.edu> Date: Tuesday, November 9, 2004 2:04 pm Subject: st: simultaneous equations with binary dependent variable > Dear Friends, > > > I want to estimate the following simultaneous equations: > (1) Y_Dummy=a*X_Continuous + Z0_Some Exogenous Variables; > (2) X_Continous=b*Y_Dummy + Z1_Some Exogenous Variables; > > > > I am interested in a, the coefficient for X_Continuous, but > X_Continuous is > an endogenous variable. My models are not exactly the same as Deon > Filmerand Michael Lokshin stated in their illustration of probitiv > (author: Jonah > B. Gelbach). It seems that the proc qlim in SAS 9.0 could estimate my > specifications. Could someone give me some hints about how to > estimate my > model in STATA? > > > > Many thanks. > > > > John Jiang > * * 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/ * * 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/

**Follow-Ups**:**Re: st: simultaneous equations with binary dependent variable***From:*Stas Kolenikov <skolenik@gmail.com>

- Prev by Date:
**st: UK Stata User Group, London 17-18 May, 2005: call for presentations** - Next by Date:
**RE: RE: st: graphs linear regressions with dummies** - Previous by thread:
**Re: st: simultaneous equations with binary dependent variable** - Next by thread:
**Re: st: simultaneous equations with binary dependent variable** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |