[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Simultaneous equations estimation

From   "Mentzakis, Emmanouil" <>
To   <>
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 

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index