Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Nick Cox <njcoxstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: joint estimation of two equations using GLM |
| Date | Fri, 4 Nov 2011 09:55:39 +0000 |
You asked essentially the same question on 14 October and got various replies. I imagine that people following this matter would have the same suggestions and/or would expect that you would be reporting why those suggestions are not appropriate. It is difficult to see the answers would be different three weeks later. Nick On Fri, Nov 4, 2011 at 9:31 AM, Shehzad Ali <drshehzad_ali@yahoo.com> wrote: > I am working with glm models for two dependent variables that may be correlated. My equations are: > > glm y1 $xvars1, family(binomial) link(logit) > > > glm y2 $xvars1, family(gamma) link(log) > > > Is there a way that I could jointly estimate the two equations to allow for correlation? I believe -sureg- estimates equations jointly but assumes normality which is not tenable in this case. Hence, I would prefer to use glm but would like to allow for correlation. Any help would be appreciated. * * 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/