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Re: st: RE: SUR with panel data

Subject   Re: st: RE: SUR with panel data
Date   Thu, 21 Aug 2008 16:53:22 +0200

Dear Panagiotis,

many thanks for the answer. Actually, my doubt about xtsur is that (as I understand from the structure of the example dataset xtsur_example.dta) no missing observation on c can be accomodated, i.e. for each given x and t I should have information for ALL the commodity classes, isn't it? Obviously, I would not drop out all observation with missing c.
Kind regards,

Vittorio Marzano

Quoting "Karfakis, Panagiotis (ESAF)" <>:

have you tried: xtsur
if its not installed write in command line:

net search xtsur


-----Original Message-----
[] On Behalf Of
Sent: 21 August 2008 16:27
Subject: st: SUR with panel data

Dear statalist users,

I am going to estimate an International trade model using a database with
observations related to o-d pairs of countries (x) for different years (t)
and commodity classes (c). This is therefore a panel dataset, and in addition
there is potential correlation between commodity classes equations for the
o-d pair x at the year t. Moreover, the dataset is not complete, since some
c?s are missing for xt pairs and some t?s are missing for xc pairs.

I should therefore perform a SUR estimation within a panel data
framework: how can I do it using STATA? I understand that sureg and xtreg
solve separately the two problems, but is there a way to combine them? I
would also be glad to know which tests can be run in order to contrast this
estimation with a simple panel data estimation (i.e. neglecting correlations
among commodity classes).

Thanks in advance.

----- Fine del messaggio inoltrato -----

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