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Re: st: joint estimation procedure


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: joint estimation procedure
Date   Tue, 12 Jun 2007 07:30:28 +0100 (BST)

The point is that you don't give enough information for people on this
list to help you. The way you can find out that you haven't given
enough information is to put yourself into the postion of someone
answering. For instance methods for jointly estimating equations differ
a lot depending on whether these equations are linear or not, whether
both contain endogenous dependent variables or not. How are we on the
list to know what you want to do, and thus what answer is relevant to
you, unless you tell us? So unlike with help someone who has fallen,
knowing what that person is working on is absolutely vital when giving
statistical advise. When someone comes in my office for advise, their
first question is usually ``how do I do...'', my response is always
''tell me what your research question is and show me what your data
looks like''. 

Maarten 

--- Nirina F <[email protected]> wrote:

> Well Marteen, I beleive if you see somebody you don't know falling on
> the street, you don't need to know who he is and what project he is
> working on to help him out :-)
> I've been here but was just absent with stata
> 
> or my questions are unclear? please let me know
> 
> Thanks
> Nirina
> 
> 
> On 6/11/07, Maarten buis <[email protected]> wrote:
> > --- Nirina F <[email protected]> wrote:
> > > 1-I would like to jointly estimate two equations that are
> > > interdependent. Could you please let me know what is the fastest
> way?
> > > 2-I am a kind of confused between overid and hausman test (I mean
> > > should be the same but I need to know the null hypothesis I am
> > > rejecting to make sure, I am doing the right thing.
> >
> > Imagine that you are someone who wants to answer these questions
> and
> > doesn't know you or the project you are working on. So all that
> person
> > knows is the information you have given. Now how do you suppose
> such a
> > helpful person can answer the questions? There just isn't enough
> > information.
> >
> > Maarten
> >
> >
> > -----------------------------------------
> > 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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> 


-----------------------------------------
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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