Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Re: st: 答复: st: joint estimation of OLS and logit in seemingly unrelated regressions
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
st: Re: st: 答复: st: joint estimation of OLS and logit in seemingly unrelated regressions
Date
Wed, 23 May 2012 16:43:31 +0200
On Wed, May 23, 2012 at 4:34 PM, #WANG ZITIAN# wrote:
> After reading your post again, Maarten, can I ask how I can use suest to circumvent the correlation between different models' error terms?
It is an asymptotic argument and you need to make sure that that
correlation does not feed back into the point estimates of the mean
functions, as -suest- assumes that you specified those correctly. For
details see the manual and the references therein.
-- Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
*
* 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/