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Re: st: Simultaneous equations with panel data

From   Maarten buis <>
Subject   Re: st: Simultaneous equations with panel data
Date   Fri, 4 Jul 2008 20:38:19 +0100 (BST)

--- Luis Ortiz <> wrote:
> I am trying to do research on a joint choice; that is, two choices
> that could be simultaneous when individuals enter into the labour
> market. I am actually interested in one of these choices, but I
> cannot avoid the fact that such a choice is simultaneous to another
> one.
> Therefore, I have looked for commands in STATA that allows for
> simultaneous equations modeling of the following kind, where the
> dependent variable in each one of the models becomes an independent
> variable in the other model:
> Y1 = Y2 + X1 + X3
> Y2 = Y1 + X1 + X3

For this model to be identified you will need one variable influences
Y1 but not Y2, and one variable that influences Y2 but not Y1. I don't
see that in your describtion of the model.
> An additional problem in my analysis is that I am dealing with panel
> data.

Sounds to me that -gllamm- is in order here: see -findit gllamm- and

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

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Buitenveldertselaan 3 (Metropolitan), room Z434

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