Questions tagged [simultaneous-equation]

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1answer
18 views

Given marginal tables back solve for contingency table

How to programmatically solve problems similar to the below: Most basic example: Given two marginal tables, solve for 2x2 distribution. A Sum 0 3 1 7 B Sum 0 4 1 6 Solve for A B Sum 0 0 0 1 ...
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0answers
17 views

SURE vs SEM: which one to use?

in my understanding, SEM should be applied in a case such as: \begin{equation} Y= \alpha_1 + \beta_1 X + \epsilon \end{equation} \begin{equation} X= \alpha_2 + \beta_2 Y + \epsilon \end{equation} as $...
2
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0answers
32 views

VAR with different distributions: Does this model exists?

I would like to know if models like the one below exist/make sense and, if so, how they are called. \begin{equation} X_t \sim \mathcal{Pois} ( \lambda_t ) \\ \lambda_t = \mu_1 + \alpha_1 X_{t-1} + \...
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17 views

Substituting coefficients: Three-way interaction, versus difference in two-way interactions?

Background I am currently working on a two-period model involving a three-way interaction that includes the change between periods, along with two other dummy variables. Because of the mix of three ...
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0answers
5 views

Does my simultaneous equation of AEM and REM substitution captures the difference before and after regime change?

I am trying to see earnings substitution between relative and accruals earnings management before and after a regime change for my thesis. Although the equations helps to see the substitution but I am ...
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0answers
13 views

Unbiased estimators - simultaneous equations?

I am studying for university and there is something I do not really understand, I would be very thankful if you could help me! It is about simultaneous equations, I solved a) and b), they were easy, ...
3
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0answers
39 views

Estimating a linear system of simultaneous equations at once

Consider the following simultaneous system $$ y_{1} =\beta _{1}y_{2}+\alpha _{1}z+u_{1} \\ y_{2} =\beta _{2}y_{1}+\alpha _{2}z+u_{2} $$ where $y_{1}$, $y_{2}$ and $z$ are vectors of random variables ...
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0answers
22 views

detect incalculable variables

I have a bunch of equations in the form as follows. a+b+c+d=10 c+d+e+f=12 d+e+c=13 Where I am tying to calculate the values of each variable (many more equations ...
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2answers
228 views

Questions about Seemingly Unrelated Regression when all covariates are the same, but Y is different

Assuming I was estimating the same regression model, but had two dependent variables. Say one is income for women, and one is income for men. I want to understand if I understand the reason for using ...
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0answers
80 views

VAR as simultaneous equation model with panel data

Sir I want to estimate simultaneous equations , where I have industrial analysi equations measuring spillovers from peers to firms and firms to peer simultaneously.Let say , I want to test ...
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0answers
58 views

Interpretation of indirect effect in SEM

Ancillary units have lesser probability of accessing formal finance (-0.027). But, through profitability, the indirect effect Ancillary unit has on Formal Funding is positive and significant at 1% ...
3
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1answer
1k views

Structural equation models in econometrics vs psychology, political science, etc

Can anyone tell me if the sort of the sort of simultaneous equation/structural equation modeling of economic relationships that that was championed and to some extent developed out of the Cowles ...
8
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1answer
485 views

How Many Moments Uniquely Define a Distribution with Finite Support?

Simple question, but one to which I could not find the exact answer elsewhere. How many moments of a discrete probability distribution with finite support are required to uniquely identify the exact ...
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0answers
86 views

Simultaneous GMM estimation: standard errors of common coefficients

So I am estimating a production function based on Wooldridge (2009) GMM adaptation of preexisting semi-parametric, 2-stage techniques. One of the upsides of GMM is simultaneous instead of sequential ...
3
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1answer
136 views

SUR and interaction terms

Suppose I want to determine if a simultaneous model (A) was identified: $y_1 = \beta_{10} + \beta_{11} x_1 + \beta_{12} y_2 + \epsilon_1$ $y_2 = \beta_{20} + \beta_{21} y_1 + \beta_{22} x_2 + \...
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0answers
79 views

Econometrics of demand for substitute goods

I've got a problem that seems to be exposing a fairly fundamental hole in my econometrics training. I'm looking for a canonical reference for how to deal with the following sort of problem: For ...
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0answers
322 views

Endogeneity and Simultaneity Issues with Independent Variables

One potential source for biased OLS coefficients is simultaneity (i.e. y and x are simultaneously determined). However, will the OLS coefficients also be biased if my independent (x) variables are ...
3
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2answers
294 views

Is this model identified?

Is this model identified? The paper is in plosone, but it seems to be that the combination of regression paths from PCS ~ MCS and ...
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1answer
52 views

Use of some dependent variable as covariate

The type of data I am interested has paired kind of responses. Let $Y_1, \ldots, Y_{n}$ denote first kind and $X_1, \ldots, X_{n}$ denote the second kind. I have a matrix $Z$ for covariates and $X$ ...
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0answers
24 views

Can I have an alternative mapping for this cubic equation?

I would like to plot some graphs with the general form $f(x)=ax^3+bx^2+cx+d$ on the domain $[0.5,1]$. The parameters $(a,b,c,d)$ are dependent on some other variables $(p,q,r)$ and they satisfy all ...
1
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0answers
366 views

Simultaneous equations with interaction terms

How do you estimate the following simultaneous equation model on a panel dataset? $Y_1=\beta_1X_1Y_2 +\beta_2X_2+e_1$ $Y_2=\alpha_1X_1Y_1 +\alpha_2 X_3+e_2$ $Y_1$ and $Y_2$ are endogenous while $...
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1answer
386 views

Simultaneity bias when a variable enters lagged into equation

I'm fairly new to econometrics and I'm trying to understand the simultaneity bias in my investigation: I'm investigating to what extent salary influences performance in Major League Baseball using ...
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3answers
703 views

Simultaneous equation model without instrumental variables

Very short question: are there tools (by preference in R or Stata) to solve a simultaneous equation model, without needing instrumental variables? In my case, I would like to model irrigation and ...
2
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0answers
70 views

Testing simultaneous equality of contrasts

I have a one-way ANOVA model with 3 treatments. I have contrasts $\hat{\theta}_1=\hat{\mu}_1+\hat{\mu}_2$ and $\hat{\theta}_2=\hat{\mu}_3-\frac{1}{2}(\hat{\mu}_1+\hat{\mu}_2)$. I want to do a ...
4
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1answer
1k views

How to derive 2x2 cell counts from contingency table margins and the odds ratio

I'm certain there's a unique solution to this, and I think I've worked it out before but now it has me pulling my hair out: Given the margins of a 2x2 contingency table such as the prevalences of a ...
0
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1answer
590 views

How to estimate a VAR with simultaneous interactions?

I want to analyse the interactions between the following data: tourist arrivals (my variable of interest) income of the tourists accomodation capacity (in number of rooms in hotels) a confidence ...
2
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1answer
116 views

help with some symbolic computation/EM algorithm

I have to maximize $Q(\theta;\theta')$ with respect to $\theta$ at every iteration of my EM algorithm. It boils down to solving these two equations for $\eta$ and $\gamma$ (all the $s_i$s are ...
8
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1answer
477 views

How to express cells of a 2x2 table in terms of phi coefficient and marginal probabilities

Consider a typical 2x2 table of frequencies (shown in this image): Notation: The row variable is denoted R and takes on values 0 or 1; the column variable is denoted C and takes on values 0 or 1. The ...
0
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0answers
942 views

autoregressive models vs simultaneous equations models

I know that when the model is a simultaneous equation, you can't always use OLS to estimate the parameters. You will get biased estimators and most important inconsistent. But if all the variables are ...
4
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1answer
175 views

About Identification in a 3 equation SEM

I got this example and I was wondering about a certain statement: $$ \begin{aligned} (I) \ y_1 &= \alpha_{12}y_2 + \alpha_{13}y_3 + \beta_{11}z_1 + u_1 \\ (II) \ y_2 &= \alpha_{21}y_1 + \...