Kihong,
If you mean you want to estimate simultaneously a system of equations
in which you have an explicit equation for your continuous endogenous
variable and an equation for your dichotomous endogenous variable,
then the answer is (probably) no. I don't think anyone has written
such a package for Stata.
However, you may still be able to estimate such a system equation-by-
equation and get consistent, albeit inefficient, estimates. You may
be able to use -ivprob- to estimate your dichotomous endogenous
variable equation, and -ivreg- (or -ivreg2-) to estimate your
continuous endogenous variable equation. As usual, an advantage of
equation-by-equation estimation is that misspecification in one
equation wouldn't contaminate the estimation of the other equation.
Hope this helps.
--Mark
From: "kihong eom" <[email protected]>
To: <[email protected]>
Subject: st: RE: Stata Journal 3:2
Date sent: Wed, 27 Aug 2003 13:57:08 -0400
Send reply to: [email protected]
> Greetings,
>
> I would like to estimate a simultaneous equation in which one
> endogeneous variable is dichotomous and the other endogeneous variable
> is continuous.
> Does anybody know some statistical package for this situation available
> in Stata?
> Thank you,
> Kihong
>
> Kihong Eom, Ph.D.
> 1651 Patterson Office Tower
> Lexington, KY, 40506
> Office: 859-257-6958
> Homepage: http://www.uky.edu/~keom0
>
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
