Date: Thu, 12 Oct 2006 08:22:23 -0700
Reply-To: ChrisG <chris.godlewski@GMAIL.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: ChrisG <chris.godlewski@GMAIL.COM>
Organization: http://groups.google.com
Subject: simultaneous equations with binary and continous endogenous
variables
Content-Type: text/plain; charset="iso-8859-1"
Hi
I need to estimate the following system of equations
x = f(y, z)
y = f(x, v)
with x being binary variable (let say i want to perform a logistic
regression for that one) and y being continous variable (performing an
ols would be fine), z and v being other explanatory variables and
control variables
I guess i need to perform that using proc model... but i hardly can
figure out how.
I would be greatful for any clues and hints.
Thank you in advance
Regards
CG
ps. in case of, what would be the clue / hint if the y was a censored
variable and i would need to estimate it with a tobit regression
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