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Re: st: simultaneous equation, continuous and dummy variable
You might try -cdsimeq-.
Description
cdsimeq implements the two-stage estimation method described in
Maddala (1983) for simultaneous
equations models in which one of the endogenous variables is
continuous and the other endogenous
variable is dichotomous. The cdsimeq command implements all the
necessary procedures for obtaining
consistent estimates for the coefficients as well as their
corrected standard errors.
Use -findit cdsimeq- to locate and download.
Scott
On Jan 10, 2008 5:56 AM, francesca.modena
<[email protected]> wrote:
> Hello Statalisters,
>
> I would like to estimate the following simultaneous-equation model,
>
> Reg C X Y
> Logit X Y W
>
> Where C is a continuous variable (consumption) and X is a dummy. If I am
> right, sureg and reg3 consider the case of continuous variables
>
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