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st: Re: SUR on stacked data


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: SUR on stacked data
Date   Thu, 17 Apr 2003 22:23:17 -0500

----- Original Message -----
From: "Vimalanand S. Prabhu" <prabhu@unc.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, April 16, 2003 11:01 PM
Subject: st: SUR on stacked data


> Dear Friends,
>
> I have data stacked into columns. I want to conduct a SUR on this data
where
>
> Y1 = f(x1)
> Y2= f(x2)
> where y1, x1 and y2, x2 are variables for different gender.
> Note that both Xs are not same (else SUR is algebriacally equivalent to
> OLS).
>
> Do you  know how to convert a stacked dataset into a formal where I can
> directly use "sureg" command for SUR model?
>
> Thanks,
>
> Prabhu
>

Actually there is no need for a separate(2) program since  -reshape will
covert the data into a wide format

Example:
use http://www.stata-press.com/data/r8/grunfeld.dta
This data set is in "long" format.  In order to use -sureg- you need to
transform the data into a "wide" format.

reshape wide invest mvalue kstock year, i(time) j(com)
sureg (invest1 mvalue1 ) (invest2 mvalue2)

Scott



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