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From | palireza <pantea@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: 3 simultaneous equations |
Date | Mon, 12 Sep 2011 12:46:46 -0700 (PDT) |
Dear all I am trying to estimate two-stage least squares simultaneous equations. I have three endogenous variables Y1, Y2, and Y3 and one instrument for each (X1,X2,X3) Y1 = a0 + a1*Y2 + a2*Y3+a3*X1 + a4*X4 + a5*X5 Y2 = b0 + b1*Y1 + b2*Y3 + b3*X2 + b4*X4 + b4*X5 Y3 = c0 + c1*Y1 + c2*Y2 + c3*X3 + c4*X4 + c4*X5 I tried to use xtivreg2 but I am not sure how it works with three equations. I would really apprecite any hint. Thank you very much. -- View this message in context: http://statalist.1588530.n2.nabble.com/3-simultaneous-equations-tp6785028p6785028.html Sent from the Statalist mailing list archive at Nabble.com. * * 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/