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st: System of two equations estimated by glm


From   Joachim Wagner <[email protected]>
To   [email protected]
Subject   st: System of two equations estimated by glm
Date   Mon, 11 Jun 2007 15:50:52 +0200

Dear List:

I want to estimate a system of two simultaneous equations. Both endogenous variables are percentage values with many zero observations. Therefore, I want to apply the fractional logit model, using Stata's glm command with family(bin) and link(logit). Does anybody have any idea how to estimate a system of simultaneous equations using the glm command?

many thanks in advance,
Joachim
Prof. Dr. Joachim Wagner
Leuphana University of Lueneburg
Institute of Economics
PO Box 2440
D-21314 Lueneburg
Germany

Phone: +49-4131-677-2330
Fax: +49-4131-677-2026
Homepage: www.uni-lueneburg.de/wifo

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