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st: Help needed using the Suest command.


From   Sowmya Varadharajan <[email protected]>
To   [email protected]
Subject   st: Help needed using the Suest command.
Date   Wed, 24 Sep 2003 12:02:03 -0400

Dear all,

I would like to estimate a system of equations. There are two dependent
variables, y1 and y2, and they are functions of the same set of covariates.
y1 is continuous (and hence can be estimated using least squares), while y2
is censored at 0, and thus I would like to estimate it as a tobit. After
estimating both these equations, I would like to perform some non-linear
tests on the estimated coefficients. I though that suest was a suitable
candidate to do this. However, since the tobit model allow the score
option, this estimation method does not work.

I was wondering if someone could suggest another way in which I could
estimate these two equations together, and then perform the non-linear test.

Thank you.

Sowmya

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