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st: re: Manual SUR


From   Christopher Baum <kit.baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: re: Manual SUR
Date   Sun, 6 Jun 2010 21:59:06 -0400

<>
John said

I would like to estimate an -eivreg- (or any other reg model for that 
matter) model where I have two correlated dependent variables. Any ideas 
as to how I can Stata to estimate a seemingly unrelated 
errors-in-variables regression? Basically knowing how to do a manual SUR 
will do.

Have a look at the code in -suregub-, available from 

ssc desc itsp_ado

and its description in ITSP.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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