Statalist


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

st: can xtmixed be applied to a SEM in a way like 2sls?


From   Zhong Liu <zliu3@gmu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: can xtmixed be applied to a SEM in a way like 2sls?
Date   Fri, 07 Sep 2007 23:14:32 -0400

Dear Statalist:

 

Could you please tell me whether xtmixed can be applied to a simultaneous
equations system (including two equations) in a way like two-stage-least
square method?

 

That is to first regress the endogenous variable in the right-side against
all exogenous variables in the two equations buy using xtmixed. The second
step is to obtain the predicted values of the aforementioned endogenous
variable. The third step is to regress the endogenous variable in the left
side with the obtained predicted values at the second step, and the relevant
exogenous variables in each equation by using xtmixed again.

 

Thanks in advance,

 

Zhong Liu 

 


*
*   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