Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Stata8 - simultaneous equations with panel data

From   [email protected]
To   [email protected]
Subject   st: Stata8 - simultaneous equations with panel data
Date   Mon, 18 Jul 2005 16:47:03 +0100 (WEST)

Dear statalist users,

I'm trying to estimate the following simultaneous equation model with
panel data, using stata8:

y1* = a1 y2 + b1 X1 + e1,

where y1 = 1 if y1* > 0
         = 0 otherwise

y2 = a2 y1* + b2 X2+ e2 (this is my structural equation of

where y1* is a limited dependent variable (the probability of a successful
fiscal adjustment) and y2 a continuous variable, say the rate of growth of
gdp or consumption, for example.

Is there a problem if I use the xthtaylor command in stata to estimate
both equations?

I would be extremely gratefull if you could help me.

Thank you very, very much,
My best regards,

Sofia Costa

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index