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!
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