Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: xtivreg


From   W Zang <[email protected]>
To   [email protected]
Subject   st: xtivreg
Date   Sat, 01 May 2010 12:35:41 +0100

Dear all

I am trying to use xtivreg to estimate two-stage least squares simultaneous equations. I have two endogenous variables Y1 and Y2. Y1 and Y2 are affected by different exogenous variables. Y1 is affected by X1, X2, X3 and Y2 is affected by X1, X4, X5.

Y1 = a0 + a1*Y2 + a2*X1 + a3*X2 + a4*X3
Y2 = b0 + b1*Y1 + b2*X1 + b3*X4 + b4*X5

I have read a related FAQ at http://www.stata.com/support/faqs/stat/ivreg.html. Does it mean there is no way to estimate the two simultaneous equations in Stata?

Thank you very much.

Linda


----------------------------------------------------------------
This message was sent using IMP, the Internet Messaging Program.


*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index