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st: Nlsur quaids and IV


From   Ana <[email protected]>
To   [email protected]
Subject   st: Nlsur quaids and IV
Date   Fri, 27 May 2011 20:18:56 -0300

Dear Statalisters (Brian Poi and Alex Olssen)

I'm using Brian Poi (2008) nlsurquaids.ado to estimate a Four Demand
Equation system.

My model has the form:

nlsurquaids @ w1 w2 w3 lnp1-lnp4 lnexp, ifgnls nequations(3) param(a1
a2 a3 b1 b2 b3 g11 g12 g13 g22 g23 g33 l1 l2 l3) nolog

I'd like to include in this model an Instrumental Variable (like
lnincome) for the expenditure variable (lnexp). Is it possible?
Does anybody know how to include the IV in this model?

Thanks a lot in advance.
Best regards,
Ana.
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