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Re: st: SUR with panel data


From   David Airey <david.airey@vanderbilt.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SUR with panel data
Date   Fri, 22 Aug 2008 08:29:06 -0500

Someone just posted xtsur to ssc.
Someone just posted xtsur to ssc.

-Dave

On Aug 21, 2008, at 9:21 AM, vmarzano@unina.it 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.


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