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st: simultaneous equations with discrete endogeneous variables (three choices)


From   John Jiang <accjiang@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: simultaneous equations with discrete endogeneous variables (three choices)
Date   Tue, 26 Apr 2005 10:51:08 -0400

Dear friends,

I want to estimate the following simultaneous-equations model:

Y1 = a0 + a1*Y2 + a2*X1 + a3*X2 + e1               (1)
Y2 = b0 + b1*Y1 + b2*X3 + b3*X4 + e2               (2)
 
Y1--ordered response variable with three choices;
Y2--contineous variable.

So far, I haven't find any reference in Maddala (1983) or Greene
(2000). Any suggestions for implementing the model? If I ignore the
dicrete nature of Y1 and estimate the model by reg3, do I introduce
serious  bias?

Thanks for your consideration. 

John

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