--- Joachim Wagner wrote:
> I want to estimate a system of two simultaneous equations. Both
> endogenous variables are percentage values with many zero
> observations. Therefore, I want to apply the fractional logit
> model, using Stata's glm command with family(bin) and
> link(logit). Does anybody have any idea how to estimate a system
> of simultaneous equations using the glm command?
If only one of the variables where endogenous you could just
estimate both equations separately with -glm-, but with two
endogenous dependent variables you'll probably have to program
it yourself with -ml-.
Hope this isn't too discouraging,
Maarten
Ps. to estimate a fractional logit model you also have to add
the robust or scale(x2) option in order to get reasonable
standard errors.
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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