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Re: st: simultaneous-equation model for panel data

From   Maarten buis <>
Subject   Re: st: simultaneous-equation model for panel data
Date   Wed, 22 Sep 2010 12:43:02 +0000 (GMT)

--- On Wed, 22/9/10, Jabr, Wael M. wrote:
> Is there a module in Stata that estimates simultaneous-
> equation model for panel data? I can't seem to find it.
> I was previously referred to 'reg3'. But this doesn't help
> in my case.

"Simultaneous-equation models for panel data" covers quite a 
large set of models, that also differ depending on your 
discipline. One program that jumps to my mind, which covers
a large subset, is -gllamm-. See -findit gllamm- and 

If that does not do do what you want to do, than you'll need 
to be more specific about what it is exactly that you want 
to do.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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