st: Question on running a three level, four equation model ?

[Narasimhan Sowmyanarayanan <narasimhan.sowmyanarayanan@gmail.com>]

Hi All:

I am wondering how to run a four equation system in stata. I have a
panel data where firms are nested in industry sectors and I have data
on a number of years. We wanted to examine industry level random
intercepts and slopes in the following system of equations. However,
we are not sure how to cast a four equation system using the xt mixed
framework.

s_t  = β_10 + β_11 s_(t -1) + β_12 i_t + β_13 r_t + β_14 a_t +  β_15
c_t + β_16 n_t
i_t = β_20 + β_21 s_t + β_22   i_(t - 1) + β_23 r_t + β_24 a_t + β_25
co_t + β_26 p_t
r_t = β_30 + β_31 s_t +  β_32 i_t + β_33 r_(t - 1) + β_34 a_t + (β_35)
e_t + β_36 p_t
a_t = β_40 + β_41 s_t + β_42 i_t + β_43 r_t + β_44 a_(t - 1) + (β_35)
e_t + β_36 p_t


Any ideas on how to do this in stata will be appreciated.

Regards

Narasimhan

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