Dear statalist,
I want to estimate the following SEM
* Eq1.: y1 = cons1 + y2 + y3 + y4 + Z1
* Eq2.: y2 = cons2 +y1 + y3 + y4 + Z2
* Eq3.: y3 = cons3 + y1 + y2 + y4 + Z3
* Eq4.: y4 = cons4 + y1 + y2 + y3 + y4 + Z4
via (system) 2SLS estimator (Wooldridge 2002, p. 192):
matrix B = inv(x'*z*(inv(z'*z))*z'*x)*x'*z*(inv(z'*z))*z'*y
and 3SLS (Greene...)
matrix zd = z*inv(z'*z)*z'*x
matrix B2 = inv(zd'*(inv(sigma) # In)*x)*zd'*(inv(sigma) # In)*y
I have got 3000 observations. To estimate I have to store my
observations stacked
an so I have with 12000 rows...
BUT now I end up with .....matsize too small (maximum 11000)
Is there any way out? Pleas help me?
Thank you very much,
-------------------------------------------
Martin HALLA
Department of Economics
Johannes Kepler University Linz
Altenbergerstr. 69
A-4040 Linz, Austria
[email protected]
Tel.: +43-732-2468-8219
Fax: +43-732-2468-2-8219
http://www.econ.jku.at/
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