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From |
Christopher Baum <kit.baum@bc.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
re: st: Panel data with simultaneous equations |

Date |
Fri, 10 Feb 2012 13:16:36 -0500 |

<> I am working on an application to model the impact of social media on overall online media consumption. To that end, i have a panel of users. I am looking at the following specification : social_{i,t} = f_1( nonsocial_{i,t}, x_{i,t}) nonsocial_{i,t} = f_2( social_{i,t}, x_{i,t}) where : social_{i,t} i the social media of subject ``i" at time ``t" nonsocial_{i,t} i the non-social media of subject ``i" at time ``t" x_{i,t} are the co-variates of subject ``i" at time ``t". i could also have time fixed co-variates. I am looking at a linear model, where both f_1, f_2 are linear. Is there a way i can estimate such a model using stata? Yes, of course, as long as you have some plausible exclusion restrictions. If the X variables are the same in each equation, neither equation is identified. You could use official xtivreg or Schaffer-Stillman xtivreg2, from SSC, to estimate this model using fixed effects in the absence of time-invariant covariates. Kit Kit Baum | Boston College Economics and 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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