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RE: st: switching regression and endogenous variables in mlogit


From   "Yatawara, Ravi" <[email protected]>
To   <[email protected]>
Subject   RE: st: switching regression and endogenous variables in mlogit
Date   Fri, 15 Apr 2005 02:39:37 -0400

To expand on my investigation ....
I consider the effect on tariffs of adopting a stabilization plan. The
endogeneity  issue arises in that the  decision to the adopt a
stabilization program is  a choice variable, correlated with
unobservables (relegated to the error term ) that affect tariff levels.
Each data point is a country  year.

So I have 2 equations
1) Tariff level = x1 x2 x3 x4 ( where x4=dummy if stabilization occurred
that year) + error
2) Stabilization ( 0 or 1) = x1 x2 x5 +error 

Appreciate any help.  I also tried a treatment effects model.
Best,
Ravi
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Robert Duval
Sent: Friday, April 15, 2005 1:43 AM
To: [email protected]
Subject: Re: st: switching regression and endogenous variables in mlogit

Does 'movestay' helps solving your question 1? In general, in the
traditional switching regression model (a la Maddala and Nelson,1975)
the covariance between the errors in the two outcome equations is not
identified. Maybe if you explain more in detail what are you trying to
estimate it would help...

best
robert

On 4/15/05, Yatawara, Ravi <[email protected]> wrote:
> Folks,
> 
> I have two questions,
> 1) does anyone have a program for doing switching regressions?  The
> switchr in stata is not what I need since my errors in the two
equations
> are NOT
> independent, and identically distributed.
> 
> 2) Is there a way to tackle a potentially endogenous variable in a
> multinomial logit estimation equation?
> 
> Thanks
> Ravi
> 
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