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Re: st: time series and SUR


From   "Teresa Linz" <tlinz@uni-bonn.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: time series and SUR
Date   Tue, 29 Jul 2008 19:40:30 +0200

thank you. So can I difference my variables and use the differenced variables in a seemingly unrelated regression model?

Teresa



On Tue, 29 Jul 2008 10:47:30 -0400
Robert A Yaffee <bob.yaffee@nyu.edu> wrote:

Teresa,
If your data are not rendered stationary, you may obtain spurious regression.
Regards,
Bob Yaffee


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Senior Research Scientist,
NSF # 0826983


Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf

CV: http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Teresa Linz <tlinz@uni-bonn.de>
Date: Tuesday, July 29, 2008 10:06 am
Subject: st: time series and SUR
To: statalist@hsphsun2.harvard.edu



Hi all together,

I have maybe a more theoretical question rather than a practical. I am estimating time series data with a SUR model in Stata. Since my data is not stationary I differenced it. Does anybody know whether this is allowed in a SUR model or whether I have to proceed with the error correction model now?
Thank you for your comments




On Tue, 29 Jul 2008 08:28:24 -0500
Steven Samuels <sjhsamuels@earthlink.net> wrote:
> > To describe your sample, use ordinary, non-survey, >commands. Survey commands are intended to estimate >characteristics of the sampled population, not the >sample itself. To me, the most important descriptor of >a sample cell is the number of observations.
> > -Steve
> On Jul 25, 2008, at 2:01 PM, Chao Yawo wrote:
> >> Hi,
>>
>> I am using svy commands to analyze a DHS dataset.
>>
>> As a usual prerequisite, I want to run some descriptive >>statistics on
>> my sample. I can use the regular tabulate or fre >>command to produce
>> frequency distributions.
>>
>> However, I realized that svy has a "tabulate" or >>"proportions" option
>> that could produce frequency distributions/estimates per >>variable. I
>> run both and realized slight differences between the two >>frequencies
>> outputs.
>>
>> Which one should I use - I am leaning towards using the >>one with the
>> svy: prefix.
>>
>> I would appreciate any thoughts and pointers.
>>
>> thanks - CY.
>> *
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> > *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/

_______________________________

Teresa Linz, M.Sc.

Junior Researcher

Center for Development Research

Walter-Flex-Str. 3

53113 Bonn

Germany

Tel.: +49 228/73 4962
Fax: +49 228/73 1869
Internet: www.zef.de
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
_______________________________

Teresa Linz, M.Sc.

Junior Researcher

Center for Development Research

Walter-Flex-Str. 3

53113 Bonn

Germany

Tel.: +49 228/73 4962
Fax:  +49 228/73 1869
Internet: www.zef.de
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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