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R: st: simultaneous equation, continuous and dummy variable
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From |
"francesca.modena" <[email protected]> |
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To |
<[email protected]> |
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Subject |
R: st: simultaneous equation, continuous and dummy variable |
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Date |
Tue, 15 Jan 2008 18:54:36 +0100 |
Thanks Nicola and Scott! That is very helpful.
Best wishes,
Francesca
-----Messaggio originale-----
Da: [email protected] [mailto:[email protected]]
Inviato: domenica 13 gennaio 2008 10.46
A: [email protected]
Cc: [email protected]
Oggetto: Re: st: simultaneous equation, continuous and dummy variable
I agree that -cdsimeq- is the best choice. You may also find some (second
best?) solution in -cmp- from SSC
Nicola
At 02.33 11/01/2008 -0500, "francesca.modena" wrote:
>Hello Statalisters,
>
>I would like to estimate the following simultaneous-equation model,
>
>Reg C X Y
>Logit X Y W
>
>Where C is a continuous variable (consumption) and X is a dummy. If I am
>right, sureg and reg3 consider the case of continuous variables
>
>
>I used the endogenous switching regression model to control for the
>endogeneity of X:
>1) Logit X Y W
>2) generate the two selection terms (inverse Mill's ratio) for X=0 and for
>X=1
>3) reg C X Y X*first selection term (1-X)*second selection term
>
>This is a second best solution.
>
>Does anyone have any suggestions to estimate the simultaneous equation
>model?
>
>Thanks in advance.
>
>Francesca
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