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Fwd: st: 3sls-fe regression for panel data


From   Daniela A <daniela75758@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Fwd: st: 3sls-fe regression for panel data
Date   Mon, 31 Oct 2011 19:24:57 +0100

Dear Sami,

My mistake - I am sorry:

V1 enters the second equation and V2 enters the first equation - the correct is:

The system consists of two symultaneous equations.

The variables are:

First equation: dependent and endogenous variable is V1;   explanatory
varibales are A, B, C, V2, E;    fixed effect are: firm, year

Second equation: dependent and endogenous variable is V2;    explanatory
varibales are A, B, C, V1, G;    fixed effect are: firm, year



On Mon, Oct 31, 2011 at 7:00 PM, Sami Alameen <samialameen@gmail.com> wrote:
> regarding the panel part there are many ways for
> single equation
>
> xtset firm year
> xtreg v1 a b d c e i.year, fe
>
> and so on
>
> for SUR
>
> sureg (v1 a b c d e f i.firm i.year) (v2 a b c f g i.firm i.year)
>
> Correction: the command for SUR model is _sureg_ not sur
>
> Good luck
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