Dear Friends,
I want to estimate the following simultaneous equations:
(1) Y_Dummy=a*X_Continuous + Z0_Some Exogenous Variables;
(2) X_Continous=b*Y_Dummy + Z1_Some Exogenous Variables;
I am interested in a, the coefficient for X_Continuous, but X_Continuous is
an endogenous variable. My models are not exactly the same as Deon Filmer
and Michael Lokshin stated in their illustration of probitiv (author: Jonah
B. Gelbach). It seems that the proc qlim in SAS 9.0 could estimate my
specifications. Could someone give me some hints about how to estimate my
model in STATA?
Many thanks.
John Jiang
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