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From | David Greenberg <dg4@nyu.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Panel data with simultaneous equations |
Date | Fri, 10 Feb 2012 16:27:36 -0500 |
When you have joint dependence, you need an estimation procedure that deals properly with endogeneity. Instrumental variable approaches may be useful for you. Look at xtivreg2, and at the Arellano-Bond estimator and its variants (xtabond2). David Greenberg, Sociology Department, NYU. On Fri, Feb 10, 2012 at 11:55 AM, Ayman Farahat <ayman.farahat@yahoo.com> wrote: > > Hello; > > I am working on an application to model the impact of social media on overall online media consumption. > > To that end, i have a panel of users. > I am looking at the following specification : > > social_{i,t} = f_1( nonsocial_{i,t}, x_{i,t}) > nonsocial_{i,t} = f_2( social_{i,t}, x_{i,t}) > > where : > social_{i,t} i the social media of subject ``i" at time ``t" > nonsocial_{i,t} i the non-social media of subject ``i" at time ``t" > x_{i,t} are the co-variates of subject ``i" at time ``t". i could also have time fixed co-variates. > > > I am looking at a linear model, where both f_1, f_2 are linear. > > Is there a way i can estimate such a model using stata? > > Thanks > Ayman > > > * > * 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/ * * 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/