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Re: st: Simultaneous equations estimation

Subject   Re: st: Simultaneous equations estimation
Date   Thu, 19 Jul 2007 16:45:21 +0200

I have Stata 9 and I don't know -ivreg3-. But endogenous dummies are not a problem for -ivreg- (or -ivreg2-), e.g.


At 02.33 17/07/2007 -0400, "Mentzakis, Emmanouil" wrote:
>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 
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