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| From | JYOTI PRASAD Mukhopadhyay <jpmukherjee@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Re: Estimating a triangular structural system with correlated errors |
| Date | Thu, 3 Jan 2013 19:16:01 +0530 |
Dear Stata Users, I am trying to estimate the following triangular structural equation in Stata: y1=a0+a1*X1+a2*x2+e1 y2=b0+b1*y1+b2*X1+b3*X3+e2 y3=co+c1*y1+c2*y2+c3*X1+e3 For theoretical reasons the error terms are correlated. I'm wondering instead of using sem command in Stata what is the alternative way to estimate the model? Can I use sureg or reg3 or fiml here? Any suggestion on estimation is highly appreciated. Best, Jyoti -- Jyoti Prasad Mukhopadhyay PhD Scholar (Economics) Institute for Financial Management and Research (IFMR) Chennai-600034 ---- http://ifmr.ac.in/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/