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Estimating the parameters of simultaneous-equations models with the sem command in Stata 12

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  • David M. Drukker

    (StataCorp)

Abstract

This session serves as an introduction to Stata 12’s new sem command for estimating the parameters of simultaneous-equations models. Some of the considered models include unobserved factors. Estimation methods include maximum likelihood and generalized method of moments.

Suggested Citation

  • David M. Drukker, 2011. "Estimating the parameters of simultaneous-equations models with the sem command in Stata 12," Italian Stata Users' Group Meetings 2011 01, Stata Users Group.
    • Handle: RePEc:boc:isug11:01
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