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Re: st: seemingly unrelated regression


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: seemingly unrelated regression
Date   Fri, 28 May 2004 15:22:54 +0100

Nineng,

From:           	"Nineng Titah Batari" <nineng@asiamail.com>
To:             	statalist@hsphsun2.harvard.edu
Date sent:      	Fri, 28 May 2004 10:47:48 +0800
Subject:        	st: seemingly unrelated regression
Send reply to:  	statalist@hsphsun2.harvard.edu

> Good morning...
> I am a student from Brawijaya University Malang-Indonesia
> I want to ask more about Seemingly Unrelated regression (SUR) :
> 
> 1. What is the asumption of SUR estimation?
> 2. If the asumption can't be fulfil, so how to solve this?
> 3. Is there multicolinierity asumption in SUR ?
>    If yes, can you explain this case clearly and how to solve this?
> 4. From literature, SUR Model can estimate by using GLS, other
>    literature say by using GLS Two Step Aitken, so what the different
>    between these?
> 5. In GLS, for estimation parameter it uses matrix transformation non
>    singular definit positive, what is it ?(Literature:Kmenta and
>    Judge Hill)
> 6. What kind of data can analyse with this method?
> 
> I think that is enough. I really hope can get the answered,because I
> really need these information for my paper.

The Stata Reference Manuals are an excellent source for answering 
thess sorts of question.  Much more appropriate than Statalist.

--Mark

> I'm sorry if my english is very bad.
> THANK YOU VERY MUCH...
> 
> Nineng Titah Batari
> Brawijaya University~Indonesian
> 
> 
> 
> -- 
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
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44-131-451-3485 CERT administrator
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