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Re: st: Simulatenous equation model with xtprobit


From   Choudry T Shehzad <C.T.Shehzad@rug.nl>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Simulatenous equation model with xtprobit
Date   Fri, 22 Aug 2008 12:49:30 +0200

Thanks Maarten... gllamm seems relevant but I have a question again. My
model is like

x = a + b1*y1 + b2*y2  + b3*y3
y1 = a2 + b4*y4 + b5* y3
y2 = a3 + b6*y6 + b4*y4

where x is binary and y1 and y2 are ordered. This is balanced panel
dataset (countries and years) and I want to run simultaneous equation
model becuase I suspect y1 and y2 are endogenous. Are you suggesting me
to use structural equation modelling via gllamm? If the data had been
continuous, I would have gone for reg3 but now after reading gllamm
manuel, I still could not get a clear idea that how can I model y1 and y2.

Best regards,

Shehzad

Maarten buis wrote:
> --- "C.T.Shehzad" <c.t.shehzad@rug.nl> wrote:
>   
>> I wanted to ask if there is some good command or ssc program for 
>> simultaneous equation modelling with xtprobit. I found reg3 but thats
>> not for probit.
>>     
>
> -gllamm-, see -findit gllamm- and www.gllamm.org
>
> -- Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
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>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
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