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Re: st: System of Seemingly Unrelated Poisson Regressions (with Constraints)

From   "Markus Lampe" <>
Subject   Re: st: System of Seemingly Unrelated Poisson Regressions (with Constraints)
Date   Sat, 7 Jun 2008 12:14:06 +0200

2008/6/7 Maarten buis <>:
> --- Markus Lampe <> wrote:
>> sureg regressions like
>> ln(bilateralimportcommodity1)=a1 + b1 ln(incomeimporter)+c1
>> ln(distance)+d1 tariff-preference-dummy [and lots of control
>> variables]
>> ln(bilateralimportcommodity2)=a + b2 ln(incomeimporter) + c2
>> ln(distance) + d2 tariff-preference-dummy [and lots of control
>> variables]
>> for several goods
>> to estimate an "overall average effect" I restricted d1=d2=d3, etc.

>> I now that I might estimate poisson regressions in dependent variable
>> levels and later use surest, but this does not allow me to impose
>> constraints.

> I am not sure whether you realy want to estimate poissons instead of
> using a glm with the log link, because with poissons you make some
> additional and heavy assumptions about the residual variance, while a
> -glm- with log link can also take care of zeros in exactly the same way
> without these additional assumptions.
> Anyhow the answer to your question is -suest-.
> Hope this helps,
> Maarten

Thank you Marten!

Still I am unable to manage imposing constraints so that parameters
are set equal across equations, e.g. getting one value for all "d"s in
my equations.

With sureg this is possible, but can I do it with surest? It's not
extremely crucial to my results, but important for the "didactic" of
presentation in the paper, where I first show "average effects" over
all goods and than loosen the constraint to show that and how effects
differ according to commodities (because preferences were not given in
an equal way on all commodities).

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