Someone just posted xtsur to ssc.
Someone just posted xtsur to ssc.
-Dave
On Aug 21, 2008, at 9:21 AM, [email protected] wrote:
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.
*
* 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/
