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From |
JOSE A ALEMAN <aleman@fordham.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: question about 3sls using the reg3 command |

Date |
Thu, 20 May 2010 21:13:15 -0400 |

Hi Austin, To answer your question, my dependent variables can only take the values 0, 1, 2, 3, 4, 5, 6, 7, or 8 in one case, and 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 or 10 in the other. How would this affect estimation? Thanks, Jose Austin Nichols <austinnichols@gm ail.com> To Sent by: statalist@hsphsun2.harvard.edu owner-statalist@h cc sphsun2.harvard.e du Subject Re: st: question about 3sls using the reg3 command 05/20/2010 08:55 PM Please respond to statalist@hsphsun 2.harvard.edu JOSE A ALEMAN <aleman@fordham.edu> : In short, no, but see http://www.cgdev.org/content/publications/detail/1421516 -reg3- is for linear models, like OLS or -ivreg2-, and ordinal or fractional or nonnegative dependent variables present problems; there are several alternative approaches which are not very appealing, but -cmp- is probably your bet best. You should probably compare your output there to the closest linear analog of each model using -ivreg2- since -ivreg2- will give you a wealth of specification tests and simple interpretations (all of which will be wrong, but might be approximately right, given the hypothesized nonlinearity). Do your dependent variables take on any real value between 0 and N, or integers or some other small subset, and are the endpoints included? l.e. is y1 in [0,8] or (0,8) or {0,1,...8} or what? These are important distinctions... On Thu, May 20, 2010 at 6:52 PM, JOSE A ALEMAN <aleman@fordham.edu> wrote: > 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 * * 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/ * * 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/

**Follow-Ups**:**Re: st: question about 3sls using the reg3 command***From:*John Antonakis <john.antonakis@unil.ch>

**References**:**Re: st: question about 3sls using the reg3 command***From:*Austin Nichols <austinnichols@gmail.com>

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