Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: dfk option in sureg

From   "Huiber Gabi (nat1gxh)" <>
Subject   st: dfk option in sureg
Date   Mon, 29 Jul 2002 14:12:12 -0400

Hello all,

I'm trying to replicate a sureg estimation originally done in SAS. I have a
cost function C and two share equations s1 and s2. Say C has k regressors
and I've got n observations.

In SAS the default divisor in computing the covariance matrix for the
equation errors is n-k. Stata's default is n. I can make SAS reproduce
Stata's results by using the option vardef=n. 

I would like to make Stata use n-k asa a divisor, and reproduce SAS's
results. Neither dfk nor dfk2 does that, and I don't know of any other
options. Any ideas?

Thank you,
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index