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st: Simultaneous Equations


From   mmolina@uniroma3.it
To   statalist@hsphsun2.harvard.edu
Subject   st: Simultaneous Equations
Date   Sun, 1 Feb 2009 22:40:56 +0100 (CET)

Dear Statalist,
I run this command:

reg3 (normscore l1 b2b age l4a l11a l10) (expshare b2b l1 age normscore l4a)

And obtained this results. Could you please tell me if the Std. Error
found for the expshare variable may invalidate the analysis or create any
robustness problem?
Thanks and regards,

Three-stage least-squares regression
----------------------------------------------------------------------
Equation          Obs  Parms        RMSE    "R-sq"       chi2        P
----------------------------------------------------------------------
normscore         198      6    .1207797    0.1102    1477.65   0.0000
expshare          198      5    7.86e+07   -0.3231      40.30   0.0000
----------------------------------------------------------------------

------------------------------------------------------------------------------
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
normscore    |
          l1 |   .0000195    .000021     0.93   0.354    -.0000217
.0000607
         b2b |   .0008356   .0002402     3.48   0.001     .0003649
.0013063
         age |   .0001848   .0003202     0.58   0.564    -.0004427
.0008123
         l4a |  -9.98e-06   .0000309    -0.32   0.747    -.0000705
.0000506
        l11a |   .0003724   .0002251     1.65   0.098    -.0000687
.0008136
         l10 |   .2757407   .0206259    13.37   0.000     .2353148
.3161667
       _cons |  (dropped)
-------------+----------------------------------------------------------------
expshare     |
         b2b |  -238087.7     387449    -0.61   0.539    -997473.9
521298.5
          l1 |   66040.49   14947.01     4.42   0.000     36744.89
95336.09
         age |   134492.7   220864.6     0.61   0.543    -298393.9
567379.3
   normscore |   4.04e+08   3.93e+08     1.03   0.304    -3.66e+08
1.18e+09
         l4a |  -95654.77   20067.76    -4.77   0.000    -134986.9
-56322.68
       _cons |  -1.33e+08   1.18e+08    -1.13   0.260    -3.65e+08
9.85e+07
------------------------------------------------------------------------------
Endogenous variables:  normscore expshare
Exogenous variables:   l1 b2b age l4a l11a l10
------------------------------------------------------------------------------



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