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Re: st: AW: STATA Estimation


From   nil sen <[email protected]>
To   [email protected]
Subject   Re: st: AW: STATA Estimation
Date   Thu, 9 Sep 2010 09:29:53 -0500

Thanks Martin.

On Tue, Sep 7, 2010 at 9:31 AM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> "1) What estimation method can I use with a continuous outcome variable
> & a binary endogenous regressor?"
>
>
>
> See -h treatreg- or -ssc d cmp-
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von nil sen
> Gesendet: Dienstag, 7. September 2010 16:29
> An: [email protected]
> Betreff: st: STATA Estimation
>
> Hello All,
>
> I have two questions:
>
> 1) What estimation method can I use with a continuous outcome variable
> & a binary endogenous regressor?
>
> C=b0+b1*B+e; where C: Continuous outcome variable.
> B: BINARY ENDOGENOUS regressor.
> e: Error term.
>
> 2) In a simultaneous equations model (say, 2 equations) (where one
> variable in each equation is endogenous in the other equation), can I
> estimate each equation with a different estimation method, like say
> estimate (equation 1) by IV-Probit and (equation 2) by IV-Tobit. Like
>
> Eq1) C=b0+b1*B+e1; -------Estimate using one method,
> ----------
> where C: Continuous outcome variable.
> B: BINARY ENDOGENOUS regressor.
> e1: Error term.
>
> B=a0+a1*C+e2; -------Estimate using another method,
> --------------
> where B: Binary outcome variable.
> C: Continuous ENDOGENOUS regressor.
> e2: Error term.
>
> Please, please help.
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>
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