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st: nlsur+reg3

Subject   st: nlsur+reg3
Date   Tue, 29 Jul 2008 12:48:53 +0200


I have to estimate a system of nonlinear equations with linear constraints (a
kind of AIDS system with some nonlinearities). I use NLSUR and it works well.
But now, I want to instrument some rhs variables that seem endogeneous.
I know reg3 deals with 3sls, with a system of linear equations with IV. Like it
seems a "NL3SLS" doesn't exist in Stata, I wonder if I can use NLSUR with such
problem. For example, is it possible to do in 2 steps:
1) regress the endogeneous variables on the IV
2) regress my system using the estimated variables and then correct the standard
errors if necessary...
I'm not really convinced but it is my only idea.
Any ideas are welcomed...
thank you


Valérie OROZCO

Toulouse School of Economics (INRA-GREMAQ)
21, allée de Brienne
F-31000 Toulouse, France

MF 426

+33 5 61 12 85 91


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