Re: st: re: xtivreg

[W Zang <W.L.Zang@Bradford.ac.uk>]

Thank you very much for your help.

Best Wishes,

Linda

Quoting Kit Baum <baum@bc.edu>:

> <>
> Linda said
>
> 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
>
>
> xtivreg y1 (y2 = x4 x5) x1 x2 x3, fe
> xtivreg y2 (y1 = x2 x3) x1 x4 x5, fe
>
> The syntax is the same as it would be for a non-panel IV estimator.  
> Just list the variables excluded from each equation within the  
> parenthesized expression.
> Kit Baum   |   Boston College Economics & DIW Berlin   |    
> http://ideas.repec.org/e/pba1.html
>                               An Introduction to Stata Programming   
> |   http://www.stata-press.com/books/isp.html
>    An Introduction to Modern Econometrics Using Stata  |    
> http://www.stata-press.com/books/imeus.html
>
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