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From |
David Jacobs <jacobs.184@sociology.osu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: seemingly unrelated negative binomial |

Date |
Tue, 31 Jul 2007 16:52:22 -0400 |

You might check out an econometric program called Limdep. I can't remember if what you want is in there but it may be.

David Jacobs

At 04:36 PM 7/31/2007, you wrote:

Thanks to Mark and Maarten for offering answers. I think I need a little more help. Let me clarify what I need to do.

I have four dependent variables (different count variables drawn from the same sample). Ideally I would like to use SUR rather than four separate regression analyses to control for the correlated errors and to compare the equality of coefficients across equations (f-tests). However, the data are counts and require negative binomial regression. At this point, I have estimated the equations separately using nbreg and I will calculate by hand a statistic to examine the equality of coefficients across models (the models are exactly the same, just the dependent variables are different). Unless there is a way to do this?

Perhaps you have already told me there is a way to do this, but I guess I do not understand.

Thanks again in advance,

Rachel

Schaffer, Mark E wrote:

Rachel,-----Original Message-----

From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis

Sent: 30 July 2007 22:07

To: statalist@hsphsun2.harvard.edu

Subject: Re: st: seemingly unrelated negative binomial

--- Rachel Whaley <rwhaley@siu.edu> wrote:

Is there a way to estimate seemingly unrelated negative binomial or seemingly unrelated poisson regression equations in STATA?-suest- will allow you to do a seemingly unrelated regression on any estimation command that allows you to use -predict- to predict scores (first derivative of the likelihood function). -predict- can get scores after both -nbreg- and -poisson-, so seemingly unrelated negative binomial or seemingly unrelated poisson regression are possible, see:

-help suest- for details.

Just to add a bit to Maarten's suggestion: -suest- will let you combine two or more "seemingly unrelated" equations so that you can test cross-equation restrictions and the like. But it won't do "seemingly-unrelated estimation" a la Zellner and -sureg-, i.e., you won't get the efficiency gains possible from estimating the equations as a system. The coefficients reported by -suest- are just the original ones. Cheers, Mark Prof. Mark Schaffer Director, CERT Department of Economics School of Management & Languages Heriot-Watt University, Edinburgh EH14 4AS tel +44-131-451-3494 / fax +44-131-451-3296 email: m.e.schaffer@hw.ac.uk web: http://www.sml.hw.ac.uk/ecomesHope this helps,

Maarten

-----------------------------------------

Maarten L. Buis

Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081

1081 HV Amsterdam

The Netherlands

visiting address:

Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/

-----------------------------------------

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**References**:**RE: st: seemingly unrelated negative binomial***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

**Re: st: seemingly unrelated negative binomial***From:*Rachel Whaley <rwhaley@siu.edu>

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