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# Re: st: 3sls-fe regression for panel data

 From Daniela A To statalist@hsphsun2.harvard.edu Subject Re: st: 3sls-fe regression for panel data Date Tue, 1 Nov 2011 09:53:49 +0100

```Can I use reg3 for panel data?
Thanks.
Best,
D.

On Mon, Oct 31, 2011 at 10:29 PM, John Antonakis <John.Antonakis@unil.ch> wrote:
> Hi:
>
> So you'd simply estimate:
>
> reg3 (V1 A B C D E V2 i.firm i.year) (V2 A B C G V1 i.firm i.year)
>
> HTH,
> John.
>
> __________________________________________
>
> Prof. John Antonakis
> Faculty of Business and Economics
> Department of Organizational Behavior
> University of Lausanne
> Internef #618
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> Switzerland
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>
> Associate Editor
> __________________________________________
>
>
> On 31.10.2011 19:24, Daniela A wrote:
>>
>> 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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```