st: Joint estimation

["Subhash Pokhrel" <Subhash.Pokhrel@urz.uni-heidelberg.de>]

Dear Stata List,

I would like to estimate a system of four equations:

y1 = f(x)
y2 = f(y1, x)
y3 = f(y1, y2, x)
y4 = f(y2, y3, x)

y1 and y2 are binary, y3 takes values from 1-4 and y4 is continuous.

Is there any way to estimate this system jointly in Stata?

I would really appreciate receiving your response.

Pokhrel


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