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st: question about 3sls using the reg3 command


From   JOSE A ALEMAN <aleman@fordham.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: question about 3sls using the reg3 command
Date   Thu, 20 May 2010 18:52:56 -0400

Dear all,

I would like to estimate a system of simultaneous equations where my
dependent variables are both intervals (one from 0 to 8 and the other from
0 to 10). Each dependent variable is endogenous to the other in the system
of equations. My question is if the stata command reg3 works with such
nonlinearities? If so, is there a reference text/document that explains
this model and provides formulas that depict how estimation is achieved?

Thank you,

Jose A. Aleman, Ph.D.
Assistant Professor
Political Science Department
Fordham University
http://faculty.fordham.edu/aleman

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