Many thanks, Maarten
It does help
Luis
-----Mensaje original-----
De: [email protected]
[mailto:[email protected]] En nombre de Maarten buis
Enviado el: viernes, 04 de julio de 2008 21:38
Para: [email protected]
Asunto: Re: st: Simultaneous equations with panel data
--- Luis Ortiz <[email protected]> wrote:
> I am trying to do research on a joint choice; that is, two choices
> that could be simultaneous when individuals enter into the labour
> market. I am actually interested in one of these choices, but I
> cannot avoid the fact that such a choice is simultaneous to another
> one.
>
> Therefore, I have looked for commands in STATA that allows for
> simultaneous equations modeling of the following kind, where the
> dependent variable in each one of the models becomes an independent
> variable in the other model:
>
> Y1 = Y2 + X1 + X3.
> Y2 = Y1 + X1 + X3.
For this model to be identified you will need one variable influences
Y1 but not Y2, and one variable that influences Y2 but not Y1. I don't
see that in your describtion of the model.
> An additional problem in my analysis is that I am dealing with panel
> data.
Sounds to me that -gllamm- is in order here: see -findit gllamm- and
http://www.gllamm.org/
Hope this helps,
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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