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st: Reg3 or Xtivreg2


From   Pantea Alirezazadeh <Pantea.Alirezazadeh@business.uconn.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Reg3 or Xtivreg2
Date   Tue, 20 Sep 2011 20:32:33 +0000

I would like to run three simultaneous equations with fixed effects and don't know what command to use. To my understanding Xtivreg2 doesn't handle three equations and reg3 doesn't work with fixed effect.

Y1t = a0 + a1*Y2t + a2*Y3t+a3*X1t + a4*X4t + a5*X5t

Y2t= b0 + b1*Y1t + b2*Y3t + b3*X2t + b4*X4t + b4*X5t

Y3t = c0 + c1*Y1t + c2*Y2t + c3*X3t + c4*X4t + c4*X5t

I appreciate any help on this.


Thanks

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