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st: Re: Estimating a triangular structural system with correlated errors
From
JYOTI PRASAD Mukhopadhyay <[email protected]>
To
[email protected]
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/
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