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64bits
2011 Feb 22
1
System of related regression equations
Dear all,
I would like to estimate a system of regression equations of the following
form:
y1 = a1 + b1 x1 + b2x2 + e1
y2 = a2 + c1 y1 + c2 x2 + c3 x3 + e2
Specifically the dependent variable in Equation 1 appears as an independent
variable in Equation 2. Additionally some independent variables that appear
in Equation 1 are also included in Equation 2.
I assume that I cannot estimate these two