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st: AW: RE: AW: SUREG by year


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: RE: AW: SUREG by year
Date   Fri, 30 Oct 2009 12:40:25 +0100

<> 

So here is an example of how to constrain -sureg- so that only the
intercepts vary. The setup of your problem may of course differ, but I am
having a hard time understanding what its peculiarities are...



*************
clear*
sysuse auto, clear
constraint define 1  /* 
*/ [price=mpg]:foreign weight length
constraint define 2  /* 
*/ [price=displacement]:foreign weight length

sureg (price foreign weight length)  /* 
*/ (mpg foreign weight length)  /* 
*/ (displ foreign weight length),  /* 
*/ c(1-2)
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Martinez San
Roman, Valeriano
Gesendet: Freitag, 30. Oktober 2009 11:10
An: statalist@hsphsun2.harvard.edu
Betreff: st: RE: AW: SUREG by year

Thanks for the comment. I had already had a look at -help constraint- but I
can´t see what I am looking for. How can I say Stata to take a different
year for each equation in SUREG? How to perform the "constancy restriction"?
maybe if I use isure as an option?

Thanks again,

Valeriano.


-----Mensaje original-----
De: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de Martin Weiss
Enviado el: jueves, 29 de octubre de 2009 13:13
Para: statalist@hsphsun2.harvard.edu
Asunto: st: AW: SUREG by year


<> 

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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