Hello,
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
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Peter M. Holm
Department of Political Science
University of Wisconsin - Madison
110 North Hall, 1050 Bascom Mall
Madison, WI 53706
