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]
RE: st: simultaneous equations with both binary and continuous dependent variables
From
Cameron McIntosh <[email protected]>
To
STATA LIST <[email protected]>
Subject
RE: st: simultaneous equations with both binary and continuous dependent variables
Date
Thu, 31 May 2012 20:02:28 -0400
I would say -cmp-, along with ensuring identification of your reciprocal effects:
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
Paxton, P., Hipp, J.R., & Marquart-Pyatt, S. (2011). Nonrecursive Models: Endogeneity, Reciprocal Relationships, and Feedback Loops. Quantitative Applications in the Social Sciences, Volume 168. Thousand Oaks, CA: Sage.
Wright, S. (1960). The treatment of reciprocal interactions, with or without lag. Biometrics, 16, 423-445. http://www.ssc.wisc.edu/soc/class/soc952/Wright/Wright_The%20Treatment%20of%20Reciprocal%20Interaction,%20with%20or%20without%20Lag,%20in%20Path%20Analysis.pdf
Israëls, A.Z. (1987). Path analysis for mixed qualitative and quantitative variables. Quality and Quantity, 21(1), 91-102.
Song, X.-Y., Lee, S.-Y., Cai, J.-H., So, W.-Y., Ma, C.-W., & Chan, C.-N.J. (2009). Non-linear structural equation models with correlated continuous and discrete data. British Journal of Mathematical and Statistical Psychology, 62(2), 327–347.
Cam
> Date: Thu, 31 May 2012 19:44:53 -0400
> Subject: st: simultaneous equations with both binary and continuous dependent variables
> From: [email protected]
> To: [email protected]
>
> Dear All,
>
>
> I want to estimate the following simultaneous equations, where y1 and
> y2 are binary variables and y3 is a continuous variable. Do you know
> which stata command I should use? Many thanks!
>
>
> y1=a0+a1*x1+a2*x3+a3*y2+a4*y3
>
> y2=b0+b1*x1+b2*x2+b3*y1+b4*y3
>
> y3=c0+c1*x3+c2*x4+c3*x1+c4*y1+c5*y2
>
>
>
> Ting Chen
> *
> * 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/
*
* 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/