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| From | "Rao, James" <James.Rao@agr.uni-goettingen.de> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: Re: endogeneity in seemingly unrelated regression |
| Date | Mon, 29 Mar 2010 15:16:27 +0200 |
Dear Stata listers, I am estimating a system of equations using the sureg command but I happen to have an endogenous variable among the regressors in all the equations in the system. y1 = a + endogenous_X + b1x1 + b2X2 y2 = endogenous_X + b3Z1 y3 = endogenous_X + b4Z2 I was thinking of using the "cmp" command to address the endogeneity of the "endogenous_x" but am not sure if this is the right approach. Anyone with an idea of how this problem could be resolved! Sincerely, ================================================== Rao E.O. James (Msc) Research Associate/PhD Student Department of Agricultural Economics and Rural Development Georg-August University of Göttingen Platz der Gottinger Sieben 5 37073 Göttingen, Germany. Tell:+49-551-394443 (Office) E-mail: jimrao2@yahoo.co.uk; James.Rao@agr.uni-goettingen.de Courage is not the absence of fear but the triumph over it ... so fear not to fear ... but strive to overcome fear! * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/