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
[email protected]
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