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st: Comparing sureg with reg
From
Schöler, Lisa <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Comparing sureg with reg
Date
Tue, 31 Jan 2012 11:09:03 +0000
Dear Statalist,
I have three equations with three different dependent variables and 45 independent variables.
I ran a SUR model with the command -sureg-. The 45 independent variables are the same for all three equations.
The Breusch-Pagan test of independence shows that my dependent variables are not independent (p<.001).
When I compare the coefficients that I receive from -sureg- and -reg-, they do not differ at all. Only the standard errors differ, but only slightly.
Can anybody explain me what I am doing wrong here, I have no explanation why the coefficients do not differ at all? I know that this is the case when you only have dummy variables, but I have 30 dummy variables and 15 variables that are not dummies.
Thanks
Lisa
Lisa Schöler
Professur für BWL, insb. Electronic Commerce
Goethe-Universität Frankfurt
Grüneburgplatz 1
60629 Frankfurt a.M.
Phone: ++49 69 798 34632
Fax: ++49 69 798 35001
Email: [email protected]
URL: www.ecommerce.wiwi.uni-frankfurt.de
_________________________________
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