Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Simultaneous eqns containing endogenous binary var

From   "Kelvin Foo" <>
Subject   st: Simultaneous eqns containing endogenous binary var
Date   Tue, 11 Jul 2006 12:20:11 +0100

Dear All,

I would like to find the estimates for these 3 simultaneous equations:

Eqn 1: y1 = f(y2, y3, X1)
Eqn 2: y2 = f(y1, y3, X2)
Eqn 3: y3 = f(y1, y2, X3)

y3: endogenous binary variable,
y1, y2: endogenous continuous variables, and
X1, X2, X3: sets of exogenous variables.

If it helps, let's assume that all disturbance terms are independent
and normally distributed.

Taken separately, I could estimate Eqns 1 and 2 using -regress-, and
Eqn 3 using -probit-. However, I am not sure how to proceed if these
were to be seen as a system of simultaneous equations. Is there a
command for this in Stata 9? Any other comments/suggestions would be
greatly appreciated too.

Thanks in advance!

*   For searches and help try:

© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index