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RE: st: joint estimation of OLS and logit in seemingly unrelated regressions


From   Cameron McIntosh <[email protected]>
To   STATA LIST <[email protected]>
Subject   RE: st: joint estimation of OLS and logit in seemingly unrelated regressions
Date   Wed, 23 May 2012 08:18:54 -0400

Could you not just use -cmp- and correlate the disturbances?
Roodman, D. (2011). Fitting fully observed recursive mixed-process models with cmp. The Stata Journal, 11(2), 159-206.http://www.stata-journal.com/article.html?article=st0224http://ideas.repec.org/c/boc/bocode/s456882.html
Cam
----------------------------------------
> From: [email protected]
> To: [email protected]
> Subject: st: joint estimation of OLS and logit in seemingly unrelated regressions
> Date: Wed, 23 May 2012 12:10:56 +0000
>
> Dear All,
>
> I want to apply seemingly unrelated regression method to two regressions, one being OLS and another one being logistic regression. I don't think the "sureg" can do this as "sureg" is designed for two OLS regressions. Is there a code/command in Stata that can deal with my case?
>
> Thanks,
> Zitian
>
>
>
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