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

From   Jon Eckhardt <>
Subject   Re: st: RE: what T/N relation in sureg?
Date   Wed, 09 Jul 2003 06:34:51 -0400


--On Wednesday, July 09, 2003 12:00 PM +0100 Nick Cox <> wrote:

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.

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Jon Eckhardt, Ph.D.
Assistant Professor
Department of Management & Human Resources
The Weinert Center for Entrepreneurship
University of Wisconsin--Madison

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