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Re: st: Simulatenous equation model with xtprobit

From   "Stas Kolenikov" <>
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 <> 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
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