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st: reg3 with panel-data (wishlist)

From   "D.Christodoulou" <>
Subject   st: reg3 with panel-data (wishlist)
Date   Thu, 10 Jun 2004 16:10:26 +0100

Dear Statalisters,

After reviewing the FAQ's and the Statalisting archive, I came up with only
one actual reply to the repeated queries on whether it is possible to
estimate a system of simultaneous equations with panel data, by Mark
Schaffer who suggested to either (i) recast the panel into non-panel, or
(ii) to estimate via -reg3- equation-by-equation, see:

Clearly, both suggetions have advantages and disadvantages regarding
computational effort, consistency and efficiency of the estimates.

However, the question still stands. Is it possible to estimate a system of
equations for a panel data structure? Has someone written something on
this? Is this also on other people wishlist?
Speaking for myself, I'm not able to program such a command but I do find
such a tool extremely useful.

many thanks

Dimitris Christodoulou
School for Business and Regional Development
University of Wales, Bangor
Hen Coleg
LL57 2DG Bangor
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