-findit simultaneous binary variable- brings up
SJ-3-2 st0038 CDSIMEQ: A program to implement two-stage probit least squares
(help cdsimeq if installed) . . . . . . . . . . . . . . O. M. G. Keshk
Q2/03 SJ 3(2):157--167
two-stage probit least squares estimation for simultaneous
equation models in which one of the endogenous variables
is continuous and the other is dichotomous
Possibly this will help.
Scott
----- Original Message -----
From: "Xuefeng (John) Jiang" <[email protected]>
Date: Tuesday, November 9, 2004 2:04 pm
Subject: st: simultaneous equations with binary dependent variable
> Dear Friends,
>
>
> I want to estimate the following simultaneous equations:
> (1) Y_Dummy=a*X_Continuous + Z0_Some Exogenous Variables;
> (2) X_Continous=b*Y_Dummy + Z1_Some Exogenous Variables;
>
>
>
> I am interested in a, the coefficient for X_Continuous, but
> X_Continuous is
> an endogenous variable. My models are not exactly the same as Deon
> Filmerand Michael Lokshin stated in their illustration of probitiv
> (author: Jonah
> B. Gelbach). It seems that the proc qlim in SAS 9.0 could estimate my
> specifications. Could someone give me some hints about how to
> estimate my
> model in STATA?
>
>
>
> Many thanks.
>
>
>
> John Jiang
>
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