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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: seemingly unrelated regression |

Date |
Thu, 12 Jul 2007 08:57:16 -0400 |

No. What you are describing is a variation of SUR, three-stage least squares, available with the -reg3- command. If a variable appears on the right hand side of any equation in a set of equations, you do not have SURs; you have simultaneous equations, and they must be estimated with instrumental variables (2SLS/3SLS) techniques.

Kit Baum, Boston College Economics and DIW Berlin

http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata:

http://www.stata-press.com/books/imeus.html

On Jul 12, 2007, at 2:33 AM, statalist-digest wrote:

If you don't mind, one more question: When using SUR, can we have variables being both independent and dependent, ie dependent in one equation and independent in another? Ie, can we use it to fit some simple structural equation models?

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