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RE: st: Simultaneous equations with panel data


From   "Luis Ortiz" <luis.ortiz@upf.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Simultaneous equations with panel data
Date   Fri, 4 Jul 2008 21:56:48 +0200

Many thanks, Maarten

It does help

Luis

-----Mensaje original-----
De: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de Maarten buis
Enviado el: viernes, 04 de julio de 2008 21:38
Para: statalist@hsphsun2.harvard.edu
Asunto: Re: st: Simultaneous equations with panel data

--- Luis Ortiz <luis.ortiz@upf.edu> 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
http://www.gllamm.org/

Hope this helps,
Maarten

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

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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