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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to calculate a new variable (interaction term) in ml model |

Date |
Tue, 10 Mar 2009 12:00:07 -0400 |

Marko Bender <Marko.Bender@wi.tum.de>: I have never used -cmp- (on SSC), but it looks to me like you have two endogenous vars on the RHS in Eq2: Y1 and Y1*X4. You might try g y1x4=Y1*X4 cmp (Eq3: y1x4 = X1 X2 X3) (Eq2: Y2 = Y1 X4 y1x4) (Eq1: Y1 = X1 X2 X3) if that makes sense. On Tue, Mar 10, 2009 at 11:05 AM, Marko Bender <Marko.Bender@wi.tum.de> wrote: > Dear stata users, > > I’m trying to estimate a recursive multi-equation model with cmp. > In the first equation I would like to estimate a variable Y1 (dependent > variable). Then I would like to include this variable as an independent > variable in equation two. So far this is not a problem. > The problem is that I also want to include Y1 as an interaction term with > another variable X4. In order to do that I think I would need to generate a > new variable, which includes the interaction term (X4*Y1). Unfortunately > stata does not allow for any calculations within equations. > > Does anybody know how to do that? Does anybody know a work-around? > > The model looks like this: > > cmp (Eq2: Y2 = Y1 X4 X4*Y1) (Eq1: Y1 = X1 X2 X3), ind($cmp_cont $cmp_cont) > quiet; > > > The equations are defined according to the ml model eq syntax. So one > thought of mine was to include a third equation, which generates my > interaction term. Unfortunately I did not find a way to do that so far. > > I would be really greatefull for any suggestions and help!!! > > Thanks a lot, > Marko * * 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/

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