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st: Simultaneous equations estimation


From   "Mentzakis, Emmanouil" <e.mentzakis@abdn.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Simultaneous equations estimation
Date   Mon, 16 Jul 2007 15:24:43 +0100

Dear Statalist, 

I am trying to estimate a system of equations

Y1 = Y2 + Y3 + X + Z1
Y2 = X + Z2
Y3 = X + Z3

Where, Y1 is an ordered categorical variable (could be collapsed to
binary variable)
       Y2 is a continuous variable
       Y3 is a binary variable
       X is a vector of exogenous variable common across equations 
       Z1, Z2, Z3 are equation specific exogenous variables

I am not sure how to estimate such a system due to the mixture of
variables. I think -reg3- and -ivreg3- cannot be used because I have
binary indicators. 

I was wondering if anyone could make any suggestions on how to proceed.


Thank you 
Manos   



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