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From | marcel marcel <marcel_stata@hotmail.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: simultaneous tobit |
Date | Fri, 19 Mar 2010 20:56:11 +0100 |
Dear Statalisters, I want to estimate a simultaneous equations tobit model by maximum likelihood. That is: y1* = b1*X1 + c*y2 + u1 y2* = b2*X2 + d*y1 + u2 I know the likelihood function but I wonder how I can capture the coefficients 'c' and 'd' in a ML program in Stata. In a bivariate tobit, there are four possible regimes: (1,1), (0,1), (1,0) and (0,0). The problem is that the coefficient vectors are different for each of these regimes. How can I handle this situation in ML stata. MVtobit and bitobit are, I think, not appropriate for this problem. Any suggestions? Kind regards, Marcel _________________________________________________________________ Download gratis emoticons voor Messenger http://www.rulive.nl/aspx/emoticons.aspx * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/