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st: RE: if-statements in sureg - not possible?

From   "Scott Merryman" <>
To   <>
Subject   st: RE: if-statements in sureg - not possible?
Date   Wed, 18 Jan 2006 19:36:34 -0600

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,

[] On Behalf Of Peter Holm
Sent: Wednesday, January 18, 2006 12:09 PM
Subject: st: if-statements in sureg - not possible?


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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