[Limdep Nlogit List] simultaneous equations

[Robert Iquiapaza]

Take a look here:

http://www.vanderbilt.edu/AEA/AEACEE/Econometrics_Handbook/module2.htm

http://pages.stern.nyu.edu/~wgreene/Text/examples/examples.htm    (Chapter 
16)

http://pages.stern.nyu.edu/~wgreene/Text/solutions.htm (Chapter 13)

Good luck

--------------------------------------------------
From: "lionel fugon" <lionelfugon at hotmail.com>
Sent: Friday, October 02, 2009 5:43 AM
To: <limdep at limdep.itls.usyd.edu.au>
Subject: [Limdep Nlogit List] simultaneous equations

>
> 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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