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st: gls result by using sureg


From   hai guo <hai_guo2002@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: gls result by using sureg
Date   Fri, 27 Oct 2006 14:09:44 -0700 (PDT)

Ashenfelter and Krueger 's paper in 1994 on the
estimates of the economic return to schooling from a
new sample of twins reported a GLS result. I am trying
to duplicate the result, however I don't know how. in
the dataset, they have wage, education, age, agesqu,
male and white for twin H and twin L.as the result
table indicate that the sample size for the gls result
is 298 combining the twin H and L. in other words, it
has 149 Twin H and 149 Twin L. in the paper they
metioned that they apply the
seemingly-urelated-regression method due to ARnold
zellner to fit the GLS. so I tried to used
sureg(lhrwagel educl age agesq malel whitel) (lhrwageh
educh age agesq maleh whiteh) . however i got two sets
of coefficient with sample size 149 for each. I am
wondering how can i get only one set of coefficient
with sample size of 298. thanks

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