simultaneous equation model

[Mehdi Yazdani]

I need to run a simultaneous equation model where one of my dependent variable is continuous and the other dependent variables are endogenous and binary. Following to Heckman's (1978) paper "Dummy Endogenous Variables in a Simultaneous Equation System”, I know that when we have only two equations with continuous-dummy variable endogenous case, the command in stata is “cdsimeq”. But now, I have four equations as follow:
y_1it=α₀+ α₂ y_2it + α₃ y_3it + α₄ y_4it +X_it α+Ɛ_1it
y_2it=β₀+ β₁ y_1it + β₄ y_4it + Z_it β +Ɛ_2it
y_3it=γ₀+ γ₁ y_1it + γ₂ y_2it + γ₃ y_3it +W_it γ +Ɛ_3it
y_4it=λ₀+ λ ₁ y_1it + λ ₂ y_2it + λ ₃ y_3it +V_it λ +Ɛ_4it
where y_1it is continuous and the other dependent variables are endogenous and binary. Also X, Z, W, V are control and explanatory variables.
I have not found anything for this system of equations in Stata. Can someone please advice?

[Charlie Joyez]

This is the Mata forum (a matrix programming language in Stata), you might want to post your question in the general forum (http://www.statalist.org/forums/foru...ussion/general), which is checked by significantly more people.

[David Roodman]

My cmp program may do what you need. Note that a lot of simultaneous equation models with censored outcomes are actually logically impossible. See discussion in my paper about cmp.