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From |
"Stas Kolenikov" <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Simulatenous equation model with xtprobit |

Date |
Fri, 22 Aug 2008 09:44:03 -0500 |

so if y's are ordinal, is the distance between categories 1 and 2 of y1 the same as the distance between categories 2 and 3? That's what your model explicitly assumes. Does your x depend on the realized values of y*, or on their continuous propensity counterparts? -gllamm- will do pretty much anything, you need to rearrange your data in a marginally tricky way, and form appropriate -link-s. On Fri, Aug 22, 2008 at 5:49 AM, Choudry T Shehzad <C.T.Shehzad@rug.nl> wrote: > 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 > manual, I still could not get a clear idea that how can I model y1 and y2. > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Simulatenous equation model with xtprobit***From:*"C.T.Shehzad" <c.t.shehzad@rug.nl>

**References**:**Re: st: Simulatenous equation model with xtprobit***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: Simulatenous equation model with xtprobit***From:*Choudry T Shehzad <C.T.Shehzad@rug.nl>

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