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


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
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
--------------------------
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