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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
Comments: To: sas-l@uga.edu
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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