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st: Thread-Index: AcqwrkqsyVJMieBERUiHkK2aIfQufQ==


From   Jia Li <jli@arec.umd.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: Thread-Index: AcqwrkqsyVJMieBERUiHkK2aIfQufQ==
Date   Thu, 18 Feb 2010 10:23:15 -0500

Dear Statalisters:



I would like to get some help/suggestions on a problem I am working on but couldn't solve.



My research involves modeling household behavior with respect to short-run energy demand and long-run choice of energy technology. Both decisions flow from the same underlying preferences, thus the solutions to the short-run and long-run problems share the same parameters and the error terms are correlated. The short-run demand solutions (budget share) are nonlinear and the long-run discrete technology choice probabilities are derived from logistic distributions.



I have separately modeled the short-run budget share equations using -nlsur- (assuming normal distribution) and the long-run model using mixed logit but need to tie the two components together. The estimation strategy includes 2SLS, 3SLS and FIML. However, I am not sure how to set it up in STATA, particularly considering I have both continuous and discrete dependent variables. It seems that I need to write my own likelihood function. But how should I do it when the assumed distributions are different?



I'd appreciate any thoughts or suggestion you may have. In addition, I'd also be interested in examples that you think could help me.



Thank you so much and I look forward to hearing from you!



Sincerely,



Jia

Jia Li
PhD Candidate
Agricultural and Resource Economics
University of Maryland
College Park, MD
email: jli@arec.umd.edu
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