Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

re: st: simultaneous equations for panel data

From   Christopher Baum <>
To   <>
Subject   re: st: simultaneous equations for panel data
Date   Tue, 29 Jun 2010 19:16:30 -0400

How can I use stata to estimate a simultaneous equations model with panel data? 
For example:
yit  =  a0 + a1*xit + a2*zit + a3*x1it + a4*x2it + e1it
xit  =  b0 + b1*yit + b2*zit + b3*y1it           + e2it
zit  =  c0 + c1*xit + c2*yit + c3*x1it + c4*z1it + e3it
I have red on Nabble that xtivreg2 can help in this.
But when I look at its description, I understand that it only deals with single equation models. May be I am wrong.

You can, if the order conditions for identification are satisfied, estimate each of these equations separately using 
Mark Schaffer's -xtivreg2-. There is no need to estimate them as a system.

Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index