Hi,
I have a cross-sectional dataset that pools multiple observations
household volumetric demand for piped versus well water given changes in
piped and well water prices. I have multiple observations for each
household and different numbers of observations between households. I have
socio-economic information for each household that is invariant across
observations. I want to estimate a system of demand equations for both
private and well water controlling for error term correlation across the
equations and using the water prices and socio-economic data as
explanatory variabels.
Its my first time dealing with this sort of data. My understanding is that
I need to implement a Seemingly Unrelated Regression model with FGLS to
get efficient estimators. I have found how to implement SUR in STATA but I
don�t know whether this is a FGLS estimation or not. Can someone help? If
SUR is not FGLS, how do I go about implementing it in STATA?
Thanks,
Jeremy
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