If you have learned structural equations, you should be able to apply
2SLS and 3SLS, assuming they are appropriate for your model. For 2SLS,
you could either use reg3 with some options to force it into 2SLS, or
ivreg. For 3SLS, use 3SLS will do.
I hope it helps.
[email protected] wrote:
>Dear Stata-listers:
>
>I need to estimate simultaneous equation model for panel data.(two linear regression models with correlated error is enough). I searched help and statalist archive, but could not locate any information.
>How can I estimate such a model on Stata?
>I appreciate any information.
>Thanks in advance
>
>
>*
>* For searches and help try:
>* http://www.stata.com/support/faqs/res/findit.html
>* http://www.stata.com/support/statalist/faq
>* http://www.ats.ucla.edu/stat/stata/
>
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
