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Re: st: Simulatenous equation model with xtprobit

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Simulatenous equation model with xtprobit
Date   Fri, 22 Aug 2008 12:39:16 +0100 (BST)

--- Choudry T Shehzad <[email protected]> wrote:
> Thanks Maarten... gllamm seems relevant but I have a question again.
> My model is like
> x = a + b1*y1 + b2*y2  + b3*y3
> y1 = a2 + b4*y4 + b5* y3
> y2 = a3 + b6*y6 + b4*y4
> where x is binary and y1 and y2 are ordered. This is balanced panel
> dataset (countries and years) and I want to run simultaneous equation
> model becuase I suspect y1 and y2 are endogenous. Are you suggesting
> me to use structural equation modelling via gllamm? If the data had
> been continuous, I would have gone for reg3 but now after reading
> gllamm manuel, I still could not get a clear idea that how can I
> model y1 and y2.

-gllamm- estimates a very general model which includes as special cases
multilevel/panel models for various types of dependend variables, and
structural equation models. So you probably can use -gllamm- for the
combination of both, which seems to be your problem. Anyhow this is
discussed in: Skrondal, A and Rabe-Hesketh, S. (2004) "Generalized
latent variable modeling: Multilevel, longitudinal, and structural
equation models" Chapman & Hall/CRC.

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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