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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 10 Nov 2004 13:53:40 -0500 |

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 <andrew.taylor@whpct.nhs.uk> 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: 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/ > -- 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/

**References**:**RE: st: simultaneous equations with binary dependent variable***From:*"Taylor, Andrew" <Andrew.Taylor@whpct.nhs.uk>

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