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RE: st: simultaneous equations with binary dependent variable


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
> 


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