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st: 3 simultaneous equations
From
palireza <[email protected]>
To
[email protected]
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.
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