RE: st: reg3

[PATGIRI Rajdeep <Rajdeep.PATGIRI@insead.edu>]

Title: RE: st: reg3

Following up from my previous email about "reg3", is there any way to check for overidentifying restrictions after reg3?  The "overid" module that I know of is available only after ivreg and ivreg2 estimations.

And thanks a lot to those people who replied to my previous email.

Best regards,
Rajdeep

-----Original Message-----
From: Mark Schaffer [mailto:M.E.Schaffer@hw.ac.uk]
Sent: Sunday, November 21, 2004 5:01 PM
To: statalist@hsphsun2.harvard.edu; PATGIRI Rajdeep
Cc: 'statalist@hsphsun2.harvard.edu'
Subject: Re: st: reg3 with Probit

Quoting PATGIRI Rajdeep <Rajdeep.PATGIRI@insead.edu>:

Omar Keshk's -cdsimeq- sounds like it might do what you want.  The alternative is to estimate equation-by-equation, e.g., -ivprob- for your endogenous dependent variable and -ivreg- (or -ivreg2-) for the others.

Hope this helps.

--Mark

> Hello,
>
> I am trying to run a system of simultaneous equations, but one of the
> regression equation is a binary dependent variable model, i.e. Probit. 
> Is it possible in any way to incorporate into the "reg3" module of
> Stata?  I am currently generating the predicted probabilities from the
> probit model first, and then replacing this as dependent variable in
> the probit model and
> run a least square.  But I think the standard errors in here are not
> exactly reliable.
>
> Thanks for any input.
>
> Best regards,
> Rajdeep