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st: RE: reg3 is not doing what I need it to do, suggestions?


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: reg3 is not doing what I need it to do, suggestions?
Date   Mon, 17 Jul 2006 03:29:58 +0100

Anna,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Anna G
> Sent: 16 July 2006 23:44
> To: statalist@hsphsun2.harvard.edu
> Subject: st: reg3 is not doing what I need it to do, suggestions?
> 
> Dear Statalist members,
> thank you so much for your incredible help so far.
>  
> I have a question regarding reg3.
>  
> I am trying to estimate the following system of equations:
> z=x-hat $variables
> x=y-hat prices $variables
> y=assets $variables
>  
> I am coding this as
> reg3 (z x $variables)
>     (x y prices $variables)
>     (y assets $variables)
>  
> The results however do not seem to be giving me the 
> coefficients on y-hat and x-hat but rather on y and x.
>  
> Any suggestions? I've read thoroughly the reference on the 
> command, and the discussion on reg3 in the statalist.

You're getting coefficients on y and x because that's how you've coded
it, and, more generally, that's what 3SLS estimation of a system of
equations is supposed to give you.  Perhaps the "y-hat" and "x-hat" you
mention are fitted values?  If so, then (just as in 2SLS) they are
temporary variables in 3SLS that are a means to an end and usually not
of any inherent interest.

Cheers,
Mark

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes


>  
> For people interested, the following are my variables:
> z - nutritional status z-score of children in the household x 
> - caloric availability at the household level y - income, hh-level
>  
> The above are all simulataneously determined. 
>  
> variables -- hh and province-level controls.
>  
> Thank you in advance.
> Best,
> Anna
> Stata 8.2 intercooled on windows xp
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