Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Simultaneous equations with lagged endogenous variables


From   "James W. Shaw" <[email protected]>
To   <[email protected]>
Subject   st: Simultaneous equations with lagged endogenous variables
Date   Wed, 5 May 2004 09:04:25 -0400

Dear Sirs:

Is there any way to estimate simultaneous equations that include lagged
endogenous variables using Stata?  For example, the following equations:

P_ij = U_ij + U_i(j-1) + P_i(j-1) + X(1), and

U_ij = P_ij + P_i(j-1) + X(2),

where i indexes subject, j indexes time, U and P are endogenous variables,
and X(1) and X(2) are overlapping sets of exogenous variables.  I makes no
difference to me whether I estimate the equations as a system or
individually.  However, since I am working with repeated measures on
subjects, I would prefer a method that can account for clustering or random
effects.  I think that -xtabond- and -xtabond2- may be capable of doing what
I want to do, but I am not sure.  Any suggestions would be appreciated.
Thanks.

--
James Shaw
College of Pharmacy
The University of Arizona

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index