Dear statalist users and experts,
I had some queries on monthly data before, which were finally
resolved. These were in connection with a part of my PhD thesis on
demand systems. In this, after having resolved the data-related
problems, I now have the following estimation-related queries:
1. Can we use sureg command for Unbalanced Panels? If not, is there
any other way of doing this and what are the problems in using this,
if we have defined tsset panelid and timeid?
2. If we can do this, how can we perform autocorrelation tests? I
thought of predicting residuals and then performing OLS regressions on
their lags. Is this right?
3. I generate variables as functions of some variables and some
coeffcients estimated, using "[eqname]coeffname", to estimate the
observation-specific elasticities. Now, If I want to estimate the
standard errors of the elasticities, how do I do this? Specifically,
is there any way similar to "[eqname]coeffname" (for estimates of
coefficients), for calling standard errors in such cases? I thought of
defining mat v=e(V), but that's too difficult to put within a loop, as
I have many equations & variables and I'll have to look at the numbers
corresponding each of them!
Please do post your suggestions.
Thanks a lot!
--
With Warm Regards,
Badri Narayanan G.,
Indira Gandhi Institute of Development Research,
Gen. Vaidya Marg, Goregaon (East),
Mumbai-400065
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