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st: dfk option in sureg
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?
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