Dear Statalisters,
I am trying to estimate a simultaneous equation model with a dichotomous and a continuous dependent variable, using panel data.
I want to estimate the following equations:
Y1dichotomous = Y2continuous + X1+X2
Y2continuous = Y1dichotomous +X1+X3
I have read that using the cdsimeq command in Stata would be the
appropriate way to handle this problem
(http://www.stata.com/statalist/archive/2004-11/msg00369.html).
However, I wonder how this can be used with panel data. The replies to
earlier questions of this kind suggest using gllamm, but I cannot find
in what way gllamm can be used for this kind of problem. From the
thread on simultaneous equations with panel data
(http://www.stata.com/statalist/archive/2008-07/msg00172.html) I
suppose that it is possible, since Mr. Ortiz was helped by 'gllamming'
a similar problem. Could you maybe give me some suggestions on getting
started with gllamm with this type of model and maybe provide me with
some useful commands?
Thank you very much in advance.
Best regards,
Saraï Sapulete
Mw. MSc. S. (Saraï) Sapulete|AiO |PhD student | Utrecht University
School of Economics (USE) | Faculteit Recht, Economie, Bestuur en
Organisatie (REBO) | Faculty of Law, Economics & Governance |
Janskerkhof 12 | 3512 BL Utrecht | T. +31 (0) 30 253 7082 |
[email protected] | www.econ.uu.nl |
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