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Re: st: simultaneous equations with binary dependent variable


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
> >
> 
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> 


-- 
Stas Kolenikov
http://stas.kolenikov.name
*
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