I dont believe you can do with sureg-, however it is not too difficult to
�reshape- the data.
The example below regresses a cross-section of firms� investment on market
value and capital stock for nine years in a SUR framework.
webuse grunfeld, clear
keep if time <10
drop time
reshape wide invest mvalue kstock, j(year) i(company)
forv i=1935/1943 {
local rhs "`rhs' ( invest`i' mvalue`i' kstock`i') "
}
sureg "`rhs'"
Hope this helps,
Scott
________________________________________
From: [email protected]
[mailto:[email protected]] On Behalf Of Peter Holm
Sent: Wednesday, January 18, 2006 12:09 PM
To: [email protected]
Subject: st: if-statements in sureg - not possible?
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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