Your equations are recursive. This suggests that you should be able to
do the estimation one equation at a time. David Greenberg, Sociology
Department, New York University.
----- Original Message -----
From: chirag patel <[email protected]>
Date: Sunday, July 31, 2005 5:09 am
Subject: st: GMM estimation program for simultaneous equations with
count data
> Hi
>
> I am trying to solve a system of simultaneous equations where the
> dependentvariable in both the equations is count data. I am trying
> to solve this problem
> by modelling it as GMM type estimation so as to take into
> consideration the
> exponential mean function.
>
> *The simultaneous equations situation that I have is: *
>
> y = exp (b0 + b1 x1 + b2 x2 + b3 x3 + b4 x4 + b5 x5 + b6 x6)
> z = exp (b7+ b8 x1 + b9 x2 + b10 x3 + b11 x4 + b12 x5 + b13 x6 +
> b14 x7 + b15 y)
>
> y = count data (0 to 11)
> z = count data (0 to 6)
> x1 = 0,1,2
> x2, x3,x7 = continuous variables
> x4,x5,x6 = nominal (0,1)
>
> I wanted advise on the following point:
>
> 1)What type of GMM estimation will solve the above system of
> equations. Has somebody developed a STATA program for such a GMM
> type estimation?
>
>
> I have been advised that there is a user-written program called -
> qvf- that will
> estimate IV versions of generalised linear models, including Poisson
> regressions. However, it estimates only single equations, not
> systems.
> It would be very useful if somebody could help with appropriate
> STATA code.
>
> Thanks
> Chirag
>
> Chirag PATEL
> Lecturer, Marketing Department
> ESC Rennes (Rennes International School of Business)
> FRANCE
> Ph:0033 2 99334847
>
> *
> * 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/
>
*
* 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/
