[Limdep Nlogit List] simultaneous equations
lionel fugon
lionelfugon at hotmail.com
Fri Oct 9 23:19:37 EST 2009
Thank you very much for your answer.
Lionel
> From: rbali at ufmg.br
> To: limdep at limdep.itls.usyd.edu.au
> Date: Fri, 2 Oct 2009 09:25:55 -0300
> Subject: Re: [Limdep Nlogit List] simultaneous equations
>
> 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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