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st: RE: gls result by using sureg


From   "Steven Stillman" <steven@thestillmans.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: gls result by using sureg
Date   Sat, 28 Oct 2006 15:01:47 +1300

Just a guess, but perhaps they constrained the coefficients for each twin to
be identical.  This can be done using the multiple-equation syntax of sureg
and a cross-equation constraint for each RHS variable.

Cheers,
Steve

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of hai guo
Sent: Saturday, October 28, 2006 10:10 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: gls result by using sureg


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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