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Re: st: reg3 with Probit


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, PATGIRI Rajdeep <Rajdeep.PATGIRI@insead.edu>
Subject   Re: st: reg3 with Probit
Date   Sun, 21 Nov 2004 16:01:28 +0000 (GMT)

Quoting PATGIRI Rajdeep <Rajdeep.PATGIRI@insead.edu>:

Omar Keshk's -cdsimeq- sounds like it might do what you want.  The
alternative is to estimate equation-by-equation, e.g., -ivprob- for your
endogenous dependent variable and -ivreg- (or -ivreg2-) for the others.

Hope this helps.

--Mark

> Hello,
> 
> I am trying to run a system of simultaneous equations, but one of the
> regression equation is a binary dependent variable model, i.e.
> Probit.  Is it possible in any way to incorporate into the "reg3" module
> of Stata?  I am
> currently generating the predicted probabilities from the probit model
> first, and then replacing this as dependent variable in the probit
> model and
> run a least square.  But I think the standard errors in here are not
> exactly reliable.
> 
> Thanks for any input.
> 
> Best regards,
> Rajdeep
> 



Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
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