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st: Block Recursive Equation


From   Brent Evans <bae57@msstate.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Block Recursive Equation
Date   Mon, 14 Nov 2011 14:03:01 -0600

I am new to stata and I'm struggling with a fairly remedial task.  I
am trying to estimate a block-recursive equation system of the
following specification.

Y1 = Intercept +           a2Y2 + a4Z1 + a5Z2
Y2 = Intercept + B1Y1 +           B4Z1 + B5Z2
Y3 = Intercept + C1Y1 + C2Y2 + C4Z1 + C5Z2


Y1 and Y2 are solved simultaneously and the results are used in the
third equation.

I was hoping to attain a code for this basic set of equations just to
get an idea of how stata handles this.  Any help would be greatly
appreciated.

Thanks!
Brent
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