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From |
John Antonakis <john.antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 21 May 2010 09:14:23 +0200 |

Hi:

HTH, J. ____________________________________________________

Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 Faculty page: http://www.hec.unil.ch/people/jantonakis Personal page: http://www.hec.unil.ch/jantonakis ____________________________________________________ On 21.05.2010 03:13, JOSE A ALEMAN wrote:

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, JoseAustin Nichols<austinnichols@gmail.com> ToSent by: statalist@hsphsun2.harvard.eduowner-statalist@h ccsphsun2.harvard.edu SubjectRe: st: question about 3sls usingthe reg3 command05/20/2010 08:55PMPlease respond tostatalist@hsphsun2.harvard.eduJOSE 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 otherfrom0 to 10). Each dependent variable is endogenous to the other in thesystemof 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/

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**References**:**Re: st: question about 3sls using the reg3 command***From:*JOSE A ALEMAN <aleman@fordham.edu>

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