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st: Block Recursive Equation
From
Brent Evans <[email protected]>
To
[email protected]
Subject
st: Block Recursive Equation
Date
Mon, 14 Nov 2011 14:03:01 -0600
I am new to stata and I'm struggling with a fairly remedial task. I
am trying to estimate a block-recursive equation system of the
following specification.
Y1 = Intercept + a2Y2 + a4Z1 + a5Z2
Y2 = Intercept + B1Y1 + B4Z1 + B5Z2
Y3 = Intercept + C1Y1 + C2Y2 + C4Z1 + C5Z2
Y1 and Y2 are solved simultaneously and the results are used in the
third equation.
I was hoping to attain a code for this basic set of equations just to
get an idea of how stata handles this. Any help would be greatly
appreciated.
Thanks!
Brent
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