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Re:Re: st: GMM estimation program for simultaneous equations with count data
Thanks to Kit Baum, David Greenberg and Darby Jack for answering my query.
They provided me with 2 possible solutions to my problem:
1)Considering that my 2 equations are a recursive system, I can treat each
equation seperately. So, I can use the user-written program called -
qvf- that will estimate IV versions of generalised linear models, including
Does somebody have a -do- file for this command -qvf-? I couldn't find one.
2)I can treat my 2 equations simultaneously using Frank Windmeijer's -ExpEnd-
program for Gauss.
Has anybody written STATA code for Frank's program? I require the code for
treating cross sectional data.
Thanks for the help
Lecturer, Marketing Department
ESC Rennes (Rennes International School of Business)
Ph:0033 2 99334847
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