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st: 3SLS estimation of simultaneous equations for panel data
From
Andreea G <[email protected]>
To
[email protected]
Subject
st: 3SLS estimation of simultaneous equations for panel data
Date
Mon, 29 Nov 2010 01:56:04 -0800 (PST)
Dear Statalisters,
I have just started using Stata 10 for my thesis and I need some help.
I am trying to run a 3SLS on a simultaneous three-equations model for panel data, of the type:
Y1 = Y2 + Y3 + X1 + Error
Y2 = Y1 + Y3 + X2 + Error
Y3 = Y1 + Y2 + X3 + Error
X1, X2, and X3 stand for the sets of control variables; some of them are common for all three or two of the equations, but they are not identical.
The panel data that I am using is unbalanced.
Is it possible (is there a module) to do this in Stata? I am new to it, so any suggestions would be useful.
Thank you in advance for your support.
Kind regards,
Andreea Gavrilovici
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