[Limdep Nlogit List] simultaneous equations

lionel fugon lionelfugon at hotmail.com
Fri Oct 2 18:43:25 EST 2009


Hello everybody,

That's my first message on Limdep list, so I'm sorry if I don't send it to the good address.

Well, I have just installed Limdep on my computer and I'm a bit lost. I would like to evaluate some simultaneous equations
with Limdep because I haven't succeed with Stata. So, the problem can be written as follows : 

Y1 = Y2 + L1
Y2 = Y1 + L2

Y1 is the number of side effects of an HIV treatment (so it's a continu variable which can be considered as a Poisson variable)
Y2 is the cannabis use so it's binary (use or not)

L1 and L2 are a list of explanatory variables.

So, I have few problems with this simultaneous equations : I would like to know if there is a mutual effect between Y1 and Y2 and that's for this reason I use simultaneous equation. The problem is : can I do this model with a Poisson variable or I have to normalize the variable and I use a classic regression with a normal distribution (in Stata I can't use a Poisson variable, I have to normalize my outcome and use the cdsimeq command to realize simultaneous equations with a continu and a binary outcome). And if I can, what is the syntax ?

The second problem is that for the moment it's a cross-sectionnal study but soon, I will have others observations for the same patients because it's a longitudinal study. I read that Limdep can take account of the dependence of incomes with a mixed model in simultaneous equations. Is it right ? Syntax is complicated ? 

I am sorry, I have many questions and I have no manual of Limdep, just and old version (8.0) and I haven't used simultaneous equations before so if somebody can help me it would be very nice.


Thank you very much 		 	   		  
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