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Re: st: sytems of equations and panel data


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: sytems of equations and panel data
Date   Thu, 7 Oct 2004 13:15:21 -0400

see if you can tweak -gllamm- to do this for you. I think you should
be able to, specifying a three-level model with panel error (level 3),
panel per year error (level 2), and all of your demand variables at
the first level.

Stas

On Thu, 07 Oct 2004 17:07:51 +0000, jyotsna puri <pjyotsna@hotmail.com> wrote:
> 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.
> -Jyotsna
> 
> ----Original Message Follows----
> From: Bayou Demeke <bayou_demeke@yahoo.com>
> 
> 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
> 
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-- 
Stas Kolenikov
http://stas.kolenikov.name
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