Statalist


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

Re: st: Simultaneous equations estimation


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
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.
http://www.stata.com/statalist/archive/2004-07/msg00710.html
http://www.stata.com/statalist/archive/2004-09/msg00337.html
http://www.statacorp.com/statalist/archive/2005-07/msg00322.html
http://www.stata.com/statalist/archive/2004-09/msg00339.html
http://www.datasets.org/statalist/archive/2007-04/msg00415.html

Nicola 

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 
>Manos   
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index