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Re: st: 3SLS and discrete choise in STATA?


From   Timothy Dang <tpondang@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: 3SLS and discrete choise in STATA?
Date   Mon, 14 Nov 2005 12:50:40 -0700

It seems likely that this would be best approached by maximum
likelihood estimation using the -ml- command?

-Timothy

On 11/14/05, Stephan Brunow <Stephan.Brunow@mailbox.tu-dresden.de> wrote:
> Dear all,
>
> we want to consider an equation discrete choice system in the following
> way,
>
> y1=f(x1, y2) and
> y2=f(x2, y1) where
>
> x1 and x2 are vectors of exogenous characteristics and y1 and y2 are
> multinomial and conditional logit equations.
> After examining several literature, it seems to be necessary to set up a
> 3SLS regression. Since the discrete choice framework has to be
> considered, pure 3SLS in STATA might lead to wrong results, even more it
> is not appropriate.
>
> Is there somebody who did overcome that problem?
>
> Thanks,
>
> Stephan
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
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>


--
------------------------------
Timothy O'Neill Dang / Cretog8
520-884-7261
One monkey don't stop no show.

*
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