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Re: st: switching regression and endogenous variables in mlogit


From   Robert Duval <rduval@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: switching regression and endogenous variables in mlogit
Date   Fri, 15 Apr 2005 01:42:32 -0400

Does 'movestay' helps solving your question 1? In general, in the
traditional switching regression model (a la Maddala and Nelson,1975)
the covariance between the errors in the two outcome equations is not
identified. Maybe if you explain more in detail what are you trying to
estimate it would help...

best
robert

On 4/15/05, Yatawara, Ravi <yatawarr@lerner.udel.edu> wrote:
> Folks,
> 
> I have two questions,
> 1) does anyone have a program for doing switching regressions?  The
> switchr in stata is not what I need since my errors in the two equations
> are NOT
> independent, and identically distributed.
> 
> 2) Is there a way to tackle a potentially endogenous variable in a
> multinomial logit estimation equation?
> 
> Thanks
> Ravi
> 
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