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Re: st: sureg and IV


From   Rijo John <rijo@igidr.ac.in>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: sureg and IV
Date   Wed, 14 Dec 2005 18:02:12 +0530 (IST)

<sureg+IV=3SLS! If you suspect non-homoskedastic error terms and/or
<serila correlation, then GMM would be the right thing to do. stata can
<do the former, but not the latter.

Thanks for pointing this out. Two endogenous variables that I have are not
coming as depvars in any equations in the system. I specify the regression
as:

reg3 (depvar1 varlist1) (depvar2 varlist2) ... (depvarN varlistN),
      exog(iv1 iv2) endog(endogvar1 endogvar2) constraints(numlist) sure

will this be a SUR with IV

or should I be specifying -3sls- option instead of -sure- option in the
end. What I want is to estimate the SUR with IV.

Thanking you in advance.

Rijo John.


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