you can try gllamming it. I have some explanations into this in my
-gllamm- tutorial (see http://www.unc.edu/~skolenik/stata/), although
it should be taken with caution: Sophia Rabe-Hesketh found a couple
dozen bugs in it. Also, economists tend not to like random effect
models like those -gllamm- deals with.
Stas
On Wed, 10 Nov 2004 11:27:28 -0000, Taylor, Andrew
<[email protected]> wrote:
> 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: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: 09 November 2004 20:50
> To: [email protected]
> 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" <[email protected]>
> 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/
>
--
Stas Kolenikov
http://stas.kolenikov.name
*
* 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/
