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st: AW: SUREG by year


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: SUREG by year
Date   Thu, 29 Oct 2009 13:12:47 +0100

<> 

Have you had a look at -help constraint-?


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Martinez San
Roman, Valeriano
Gesendet: Donnerstag, 29. Oktober 2009 11:48
An: statalist@hsphsun2.harvard.edu
Betreff: st: SUREG by year

Dear all,

I want to run a SUR regression for a system of equations. I have the same
equation for different years and I want equal coefficients for all
regressors except for the incercept that will be year-specific.

I have a panel dataset, do I have to rename Y and X´s for each year
differently in order to run SUR? What is the correct syntax for the model
and the "constancy restriction"?

Any comment will be highly appreciated. Thank you very much,

Valeriano.



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