Antonio Vezzani <[email protected]>:
If the specified model is correct, just
reg y1 x2 x1
will give you an estimate of the "indirect effect of X2 on Y1 via Y2"
as the estimated coef on x2. The usual SE (VCE) options apply as
always in -regress-.
See also
http://www.stata.com/statalist/archive/2007-03/msg00912.html
On Tue, Sep 23, 2008 at 4:33 AM, Antonio Vezzani
<[email protected]> wrote:
> Im estimating a system of simultaneous equations of the form:
>
> Y1 = a + bY2 + gX1 + e
> Y2 = d + fX1 + dX2 + v
>
> How can I obtain in Stata the in indirect effect of X2 on Y1 via Y2 with the
> right standard error?
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