Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: sytems of equations and panel data


From   "jyotsna puri" <pjyotsna@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: sytems of equations and panel data
Date   Thu, 07 Oct 2004 17:07:51 +0000

Dear Bayou,

I am trying to do exactly the same thing. I have a panel for 11 years. The only
variation I have is, I think that population is endogenous. My left hand side
variables in the SUR will be area equations. Any insights on this on
and off the list would be appreciated. I will return the favor.
Thanks for posting this question.
-Jyotsna

----Original Message Follows----
From: Bayou Demeke <bayou_demeke@yahoo.com>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: st: sytems of equations and panel data
Date: Thu, 7 Oct 2004 09:28:23 -0700 (PDT)

Hi,
I wanted to do a fixed effects or random effects model
for systems of land demand equations. I belive the
error terms across equations are correlated, and hence
estimating them as a system improves efficiency. I
have a panel data of 5 years.

I have seen papers on Random effects SUR (such as
Avery, 1977 and Balatgi, 1980) but haven't come across
packages that handles SUR with panel. I would
appreciate any insight as to how to do this in STATA.

Thanks
Bayou Demeke



_______________________________
Do you Yahoo!?
Declare Yourself - Register online to vote today!
http://vote.yahoo.com
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/


*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index