On Sat, 3 Jan 2004, Ueda, Takeshi (FAORAP) wrote:
> I am hoping to obtain a program to estimate a system of equations allowing
> their error terms to be correlated (i.e., seemingly unrelated regressions),
> using "ml model" (maximum likelihood estimation). Since I am dealing with
> survey data and need to apply a sampling weight to the estimation, I can use
> neither sureg (sur) nor reg3 (3 stage least squares), which allows one to
> use only frequency weights and analytical weights, but not sampling weights.
> I would appreciate it if you could help me out.
Have a look at Maximum Likelihood Estimation Using Stata, second edition,
by Gould and others (details at www.stata-press.com). It has a worked
example for the SUR model that you may be able to adapt to add -svy-
capabilities
Stephen
=============================================
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester CO4 3SQ, UK
Phone: +44 1206 873374. Fax: +44 1206 873151.
http://www.iser.essex.ac.uk
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