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Re: st: Re: RE: gls result by using sureg


From   hai guo <hai_guo2002@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: RE: gls result by using sureg
Date   Sun, 29 Oct 2006 13:37:00 -0800 (PST)

as you suggested, i set all the RHS variables equal,
even the intercept, I got two set of identical
coefficient very similar to what the author came up
with. however I still feel confused on the R-square,
the author only report one R-square. by running sureg,
i got to R-square, and neither of them are identical
to the one reported by the author. is there any way to
constraint the error term? 

--- "Rodrigo A. Alfaro" <ralfaro76@hotmail.com> wrote:

> Another guess, maybe they defined the model as
> twinL-twinH. Rodrigo.
> 
> ----- Original Message ----- 
> From: "Steven Stillman" <steven@thestillmans.org>
> To: <statalist@hsphsun2.harvard.edu>
> Sent: Friday, October 27, 2006 10:01 PM
> Subject: st: RE: gls result by using sureg
> 
> 
> 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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