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st: tobit and SUR- can it be estimated in Stata?


From   Mark Hanly <m.hanly@ucl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: tobit and SUR- can it be estimated in Stata?
Date   Tue, 09 Dec 2003 13:29:04 +0000

Dear all,

Further to my posting of yesterday "simultaneous equation tobit - can it be estimated in Stata?", I feel my system is probably more like Seemingly Unrelated Regression (SUR) than a simultaneous equation system, since none of the 3 dependent variables (share of distance travelled by car, by public transport and on foot) appears as an independent variable in the other 2 equations, and yet the independent variables in all three equations are the same.

Is there a way of estimating a set of three tobit equations as a SUR in Stata?

Thank you once again for your help,

Mark


Mark Hanly
Research Fellow

ESRC Transport Studies Unit
University College London
London WC1E 6BT
tel +44 (0)20 7679 1584
fax +44 (0)20 7679 1567

www.cts.ucl.ac.uk
www.cts.ucl.ac.uk/seminars

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