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st: Reg3 or Xtivreg2
From
Pantea Alirezazadeh <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Reg3 or Xtivreg2
Date
Tue, 20 Sep 2011 20:32:33 +0000
I would like to run three simultaneous equations with fixed effects and don't know what command to use. To my understanding Xtivreg2 doesn't handle three equations and reg3 doesn't work with fixed effect.
Y1t = a0 + a1*Y2t + a2*Y3t+a3*X1t + a4*X4t + a5*X5t
Y2t= b0 + b1*Y1t + b2*Y3t + b3*X2t + b4*X4t + b4*X5t
Y3t = c0 + c1*Y1t + c2*Y2t + c3*X3t + c4*X4t + c4*X5t
I appreciate any help on this.
Thanks
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