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st: RE: what T/N relation in sureg?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: what T/N relation in sureg?
Date   Wed, 9 Jul 2003 12:00:13 +0100

MKF.Poschke@student.unimaas.nl
 
> I am trying to conduct a SUR on a panel dataset using 
> -sureg-, with one
> equation per country. However, unless I use only a very 
> small number of
> equations, I always get the error message "insufficient 
> observations", even
> if T > 2M (time dimension more than twice as large as 
> number of equations).
> It is quite obvious that T has to be larger than M, but by 
> how much? I could
> not find details on this question anywhere. Does maybe 
> anybody of you know?
> (Or is it maybe so obvious that it should jump to my eyes?)

The criteria behind this appear to emanate from -reg3-. 
Examination of documentation or the source code, reg3.ado, 
might help here. 

Nick 
n.j.cox@durham.ac.uk 
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