Re: st: time series and SUR

["Teresa Linz" <tlinz@uni-bonn.de>]

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.
> > >> *
> > >> *   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/
> *
> *   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/