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RE: st: Simultaneous equations estimation


From   "Mentzakis, Emmanouil" <e.mentzakis@abdn.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Simultaneous equations estimation
Date   Fri, 20 Jul 2007 13:30:03 +0100

Dear Nicola, 

Thanks for your reply. By -ivreg3- I meant -ivreg2-, sorry. 

Cheers
Manos 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
nicola.baldini2@unibo.it
Sent: 19 July 2007 15:45
To: statalist@hsphsun2.harvard.edu
Cc: Mentzakis, Emmanouil
Subject: Re: st: Simultaneous equations estimation 

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   
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