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From |
"Flora Hofmann" <flo.hofmann@gmx.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: AW: constant in the suest command |

Date |
Thu, 01 Oct 2009 14:43:32 +0200 |

I am sorry if my question was too confused to answer. The main reason for estimating the equations as a system is that I want to test cross equation restrictions. The problem is that I want to estimate the equations without a constant. Here is what I did: qui reg lny1 b1x1 b2x2 b3x3 year_dummies country_dummies, noc est sto y1 qui reg lny2 b4x4 b5x5 b6x6 year_dummies country_dummies, noc est sto y2 qui reg lny3 b7x7 b8x8 b9x9 year_dummies country_dummies, noc est sto y3 suest y1 y2 y3 The output however always reports a constant for each of the three equations as well. For example under the heading 'y1_mean' it reports the coefficients and s.e. for all included variables and then under the heading 'y1_lnvar'a constant is reported. It is this constant that is puzzeling. I am probably just missing some basic feature of -suest-. However, I couldn't find any explanation for the reason and interpretation of this constant. Regards flora hofmann > > > Careful! The association between -suest- and -sureg- is rather loose, in > spite of similar names. > > You may want to show your output with the "constant" issue to enable > Statalisters to answer your question... > > > > HTH > Martin > command > > Dear statalist, > > I want to estimate a system of equations. Since heteroscedasticity seems > to > be an issue and according to the 'Breusch-Pagan test of independence' > there > are no efficiency gains from -sureg- I decided to use -suest-. > > The equations are estimated by fixed effects. In order to be able to use > -suest- I estimated the equations using -regress- and including a full set > of time and country dummy variables while dropping the constant. However, > -suest- keeps returning a constant. What constant is that? And how can it > be > interpreted? > > Thanks for your consideration (of this rather basic question) > > Flora Hofmann > -- -- GRATIS für alle GMX-Mitglieder: Die maxdome Movie-FLAT! Jetzt freischalten unter http://portal.gmx.net/de/go/maxdome01 * * 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/

**Follow-Ups**:**AW: st: AW: constant in the suest command***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**References**:**st: constant in the suest command***From:*flo.hofmann@gmx.net

**st: AW: constant in the suest command***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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