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st: how to estimate SUR like model if one of the dpeendent variable is binary
From
"Singh, Harpreet" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: how to estimate SUR like model if one of the dpeendent variable is binary
Date
Mon, 20 Jan 2014 06:02:51 +0000
I have system of equations in which one dependent variable is binary and other is continuous.
The structure is similar to SUR model but one of the dependent variable is binary.
My equations are something like this :
Y2 = X+Z1 +e1
Y1= X +Z2 +e2
Here Y1 is continuous and Y2 is binary.
Can I use following cmp command to estimate these system of equations :
cmp (y2= x z1) (y1= x z2), indicators($cmp_probit $cmp_cont)
Or will it be a better option to use nlsur.
I will really appreciate any suggestions.
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