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st: xtivreg
From
W Zang <[email protected]>
To
[email protected]
Subject
st: xtivreg
Date
Sat, 01 May 2010 12:35:41 +0100
Dear all
I am trying to use xtivreg to estimate two-stage least squares
simultaneous equations. I have two endogenous variables Y1 and Y2. Y1
and Y2 are affected by different exogenous variables. Y1 is affected
by X1, X2, X3 and Y2 is affected by X1, X4, X5.
Y1 = a0 + a1*Y2 + a2*X1 + a3*X2 + a4*X3
Y2 = b0 + b1*Y1 + b2*X1 + b3*X4 + b4*X5
I have read a related FAQ at
http://www.stata.com/support/faqs/stat/ivreg.html. Does it mean there
is no way to estimate the two simultaneous equations in Stata?
Thank you very much.
Linda
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