Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Seemingly unrelated regression or similar estimation


From   Ed Levitas <levitas@uwm.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Seemingly unrelated regression or similar estimation
Date   Tue, 23 Sep 2003 09:25:29 -0500

Statalisters,

I have two equations:

F = B(0) + B(1)var1 + B(2)var2 + U(1)
G = Y(0) + Y(1)var1 + Y(2)var2 + U(2)

F is continuous and G is a positive integer.  Are there ways I can perform
joint tests of coefficients across the two equations (e.g. B(1) = Y(1) = 0).
This seems like a Seemingly Unrelated Regression.  But given the difference
in error distributions, I would think some major modifications are in order.
Can anyone suggest recommendations (e.g. ado files), citations, etc.

Thanks in advance for your time and consideration.

-Ed

****************************************
Edward Levitas, PhD
Assistant Professor
School of Business Administration
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI  53211
ph: (414) 229-6825
fx: (414) 229-6957
levitas@uwm.edu

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index