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From | Yu Chen <chenyuffdd@googlemail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: endogenous variables at different spatial level |
Date | Tue, 27 Apr 2010 12:51:41 +0100 |
Dear Statalisters, I 'm estimating two equations at different spatial levels: Equation 1: Y=f ( X1, Z, X2) Y is at postcode level Equation 2: Z=f (Y*, X1, X3) Z is at district level (district level is larger than postcode level) I want to estimate Y at postcode level. X1, X2, X3 are exogenous variables. Y* is at district level, equal to the average of Y in a district. So I think Z should be an endogenous variable which is dependent on the average of Y . Could you give me some advice how to estimate these equations? How can I use 2-stage least squares manually? Many thanks, Yu * * 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/