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st: if-statements in sureg - not possible?

From   Peter Holm <>
Subject   st: if-statements in sureg - not possible?
Date   Wed, 18 Jan 2006 12:09:00 -0600



I am new to the list and have a question about implementing the sureg command.  I have cross-sectional time-series data with only four time periods, and I want to estimate four seemingly unrelated cross-sections, each corresponding to one period of the data, as an alternative to estimating a time-series model.  So, I’d like to simply use the sureg command on four equations, each having the same variable list but with an “if” statement indicating the appropriate time period for that equation.  Unfortunately, this is not a valid option under sureg – if terms can only be applied to the set of equations as a whole.


Is there any way to get around this?


Thanks for any advice,

Peter Holm




Peter M. Holm

Department of Political Science

University of Wisconsin - Madison

110 North Hall, 1050 Bascom Mall

Madison, WI  53706



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