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st: STATA Command cdsimeq


From   nil sen <sen.nil09@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: STATA Command cdsimeq
Date   Sun, 12 Sep 2010 02:01:43 -0500

Hello All,

I have two questions:

The 'cdsimeq' command in STATA implements the two-stage estimation
method (described in Ch#8, Model 3 of Maddala (1983)) for simultaneous
equations models in which one of the endogenous variables is
continuous and the other endogenous variable is dichotomous, it also
reports the corrected standard errors. But this command is good with
Cross-Section Data.

(1) Is there any command using Panel data for the above model?

(2) Is there any command for simultaneous equations models in which
one of the endogenous variables is censored and the other endogenous
variable is dichotomous (i.e. a 2-stage Tobit and Probit estimator as
in (Ch#8, Model 5 of Maddala (1983))?

Please, please help.

Thank you in advance.

Nil.
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