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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: SUREG by year |

Date |
Sat, 31 Oct 2009 10:36:47 -0400 |

<>

Kit On Oct 31, 2009, at 2:33 AM, Valeriano wrote:

I want to run a SUR regression for a system of equations. I have thesameequation 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 yeardifferently in order to run SUR? What is the correct syntax for themodeland the "constancy restriction"?

Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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/

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