so if y's are ordinal, is the distance between categories 1 and 2 of
y1 the same as the distance between categories 2 and 3? That's what
your model explicitly assumes. Does your x depend on the realized
values of y*, or on their continuous propensity counterparts?
-gllamm- will do pretty much anything, you need to rearrange your data
in a marginally tricky way, and form appropriate -link-s.
On Fri, Aug 22, 2008 at 5:49 AM, Choudry T Shehzad <[email protected]> wrote:
> Thanks Maarten... gllamm seems relevant but I have a question again. My
> model is like
>
> x = a + b1*y1 + b2*y2 + b3*y3
> y1 = a2 + b4*y4 + b5* y3
> y2 = a3 + b6*y6 + b4*y4
>
> where x is binary and y1 and y2 are ordered. This is balanced panel
> dataset (countries and years) and I want to run simultaneous equation
> model becuase I suspect y1 and y2 are endogenous. Are you suggesting me
> to use structural equation modelling via gllamm? If the data had been
> continuous, I would have gone for reg3 but now after reading gllamm
> manual, I still could not get a clear idea that how can I model y1 and y2.
>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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