{smcl}
{* 20Sep2002}{...} 
{hline}
help for {hi:cdsimeq}{right:(SJ4-4: st0038_1; SJ3-2: st0038)}
{hline}

{title:cdsimeq: program to implement 2SPLS}

{p 8 15 2}
{cmd:cdsimeq}({it:continuous_endogenous_depvar}
{it:continuous_model_exogenous_indvar(s)})
({it:dichotomous_endogenous_depvar}
{it:dichotomous_model_exogenous_indvar(s)})
[{cmd:if} {it:exp}] 
[{cmd:in} {it:range}] 
[{cmd:,}
{cmdab:nof:irst}
{cmdab:nos:econd}
{cmd:asis}
{cmdab:ins:tpre}
{cmdab:est:imates_hold} 
]


{title:Description}

{p 4 4 2}{cmd:cdsimeq} implements the two-stage estimation method described in
Maddala (1983) for simultaneous equations models in which one of the
endogenous variables is continuous and the other endogenous variable is
dichotomous. The {cmd:cdsimeq} command implements all the necessary procedures
for obtaining consistent estimates for the coefficients as well as their
corrected standard errors.


{title:Options}

{p 4 8 2}{cmd:nofirst} specifies that the displayed output from the
{it:first stage} regressions be suppressed.

{p 4 8 2}{cmd:nosecond} specifies that the displayed output from the
{it:second stage} regressions be suppressed.

{p 4 8 2}{cmd:asis} is Stata's {cmd:asis} option; see {hi:[R] probit}. 

{p 4 8 2}{cmd:instpre} specifies that the created instruments in the first
stage are not to be discarded after the program terminates. Note that if this
option is specified and the program is re-run, an error will be issued saying
that the variables already exist. Therefore, these variables have to be
dropped or renamed before {cmd:cdsimeq} can be re-run.

{p 4 8 2}{cmd:estimates_hold} retains the estimation results from the OLS
estimation, with corrected standard errors, in a variable called {cmd: model_1}
and estimation results from the probit estimation, with corrected standard
errors, in a variable called {cmd: model_2}. Note that if this option is
specified the above variables must be dropped before {cmd:cdsimeq} command is
re-run again with the {cmd:estimates_hold} option. For more information on
Stata's estimates hold, see {hi:[R] estimates}.
The {cmd:estimates_hold} option must be specificed if users wish to 
use any of Stata's post-estimation commands such as {cmd:mfx}, etc. The user after
running {cmd:cdsimeq}, would unhold which ever estimates (Regression or Probit) he wishes to run 
post-estimation commands on and then invoke any of the post-estimation commands available in Stata.
See example below. 


{title:Postestimation commands}

{p 4 4 2}{cmd:cdsimeq} has been updated to allow all of Stata's post estimation
commands except {cmd: lrtest} and {cmd: suest}. For how to obtain post estimation results
in general, see {hi:[R] postest}. For post estimation results in {cmd: cdsimeq} see option {cmd:estimates_hold}
below. 

{p 4 4 2}Users are warned of the old adage "Garbage in, Garbage out". That is, the user should make sure
that the options requested are appropriate given the command just implemented. Determining ahead of time
all the  possible combinations of options that can and cannot be performed is impossible. 
So it is left to the user to decide. 


{title:Examples}
(note the examples that follow are for illustrative purposes only)

{p 8 12 2}{cmd:. sysuse auto, replace}

{p 8 12 2}{cmd:. cdsimeq (price mpg rep78 weight length) (foreign gear_ratio displacement turn length)}

{p 8 12 2}{cmd:. cdsimeq (price mpg rep78 weight length) (foreign gear_ratio displacement turn length), nof ins}

{p 8 12 2}{cmd:. cdsimeq (price mpg rep78 weight length) (foreign gear_ratio displacement turn length), est}

{p 8 12 2}{cmd:. cdsimeq (price mpg rep78 weight length) (foreign gear_ratio displacement turn length), nof nos asis est}

{p 8 12 2}{cmd:. cdsimeq (price mpg rep78 weight length) (foreign gear_ratio displacement turn length), est}{p_end}
{p 8 12 2}{cmd:. version 7}{p_end}
{p 8 12 2}{cmd:. estimates unhold model_2}{p_end}
{p 8 12 2}{cmd:. testnl _b[gear_ratio]/_b[turn] = _b[length]}{p_end}
{p 8 12 2}{cmd:. mfx, eyex at(median) varlist(displacement turn)}{p_end}
{p 8 12 2}{cmd:. predictnl exb = exp(xb()), se(exb_se)}{p_end}
{p 8 12 2}{cmd:. estimates unhold model_1}{p_end}
{p 8 12 2}{cmd:. test  mpg = rep78}{p_end}
{p 8 12 2}{cmd:. lincom  weight- length}{p_end}





{title:References}

{p 4 8 2}Amemiya, T. 1978. The Estimation of a Simultaneous Equation
Generalized Probit Model. {it:Econometrica} 46(5): 1193--1205.

{p 4 8 2} Cox, N. J. uniqlist.ado (available from Stata by typing:
{cmd:findit} {cmd:uniqlist}).

{p 4 8 2} Kim, S. Y. 1998. Ties that Bind: The Role of Trade in International
Conflict Processes, 1950-1992. Ph.D. Dissertation, Department of Political
Science, Yale University, 223--227.

{p 4 8 2} Maddla, G. S. 1983. {it:Limited-Dependent and Qualitative Variables}
{it:in Econometrics}. Cambridge: University Press}.

{p 4 8 2} Harkness, J. ivprob.ado (available from STATA by typing: 
{cmd:findit} {cmd:ivprob}).

{p 4 8 2} Gelbach, J. probitiv.ado (available from STATA by typing: 
{cmd:findit} {cmd:probitiv}).

{title:Thanks} 
Special thanks to Sunila Claire Wainwright from the University of Edinburgh, School of Economics, 
for beta testing many of the post estimation commands. 


{title:Author}

{p 8 8 2}Omar M.G. Keshk {break}
keshk.1@osu.edu