Statalist


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

st: SUR between an ordinary least squares model and a probit model?


From   "Mingfeng Lin" <mingfeng.lin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: SUR between an ordinary least squares model and a probit model?
Date   Wed, 4 Jun 2008 17:19:29 -0400

Greetings!

I have two models with the same independent variables (different
dependent variables, obviously).  One equation is a probit model, and
the other an ordinary least squares.  Can anyone give me some
suggestions on how to estimate these two equations simultaneously,
similar to SUR?

If I understand correctly, the -sureg- in Stata applies to two
ordinary least squares models, while the -biprobit- works on two
probit models.  -mvreg- also seems to be designed for two ordinary
least squares equations.  What should I do if I want to estimate two
equations with different functional forms simultaneously?

Thank you very much for any suggestions!
*
*   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