-gllamm- might do this. Another option might be to write the likelihood
of the entire system and use maximum simulated likelihood to introduce
the unobserved heterogeneity. The Stata Journal had in 2006 a special
issue on maximum simulated likelihood (volume 6 nr 2).
Hope this helps,
Maarten
--- Ojakaa David <[email protected]> wrote:
> I am trying to take into account unobserved heterogeneity in my
> Kenyan data that links four equations. In the first two equations
> (which are solved in reduced form), I use the Poisson distribution to
> determine the log odds of obtaining a birth and a death respectively.
> So I have for these two:
>
> Eq 1:
> xi: Poisson i.births i.agegroups i.Faith i.Husbeduc i.Womaneduc
> i.region etc. + unobserved heterogeneity
>
> Eq 2:
> xi: Poisson i.deaths i.agegroups i.Faith i.Husbeduc i.Womaneduc
> i.region etc. + unobserved heterogeneity
>
> As I said, these two are in reduced form.
>
> Then there are the other two - the fertility intentions and
> contraceptive use equations:
>
> xi: mlogit i.fertintentions livingchildren i. landownership
> i.education opportunities etc. + unobserved heterogeneity
>
> Equation 4.
>
> xi: mlogit i.methodchoice fertintentions i.agegroups i.Faith etc +
> unobserved heterogeneity
>
>
>
> These last two equations are endogenous (fertility intentions and
> contraceptive method choice are determined in the same system).
>
> Now my question is: how do I solve (obtain consistent parameter
> estimates) for the four equations simultaneously?
>
> Your suggestions are highly appreciated.
>
>
> David Ojakaa,
> D�partement de D�mographie,
> Universit� de Montr�al,
> 2350 Blvd. �douard-Montpetit,
> Montr�al (Qu�bec),
> H3T 1J4 CANADA.
> Tel. 514-343-6532 poste 44696
> e-mail: [email protected] <mailto:[email protected]>
>
>
>
>
> *
> * 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/
>
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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*
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