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st: "sureg" with long-format data


From   "Eric Bielke" <Eric.Bielke@telecom.co.nz>
To   statalist@hsphsun2.harvard.edu
Subject   st: "sureg" with long-format data
Date   Thu, 23 Mar 2006 11:02:48 +1200

Hello all,

I have searched the web and available Stata faqs and helpfiles for an
answer to an
sureg question and am unable to find one on my own. Much obliged if
anyone can help me through this particular puzzle.

I have a dataset oriented lengthwise where observations are grouped by
country and year. I would like to run sureg using this vertical
orientation. For example, in the sureg syntax, I would like to write
"sureg (yvar xvar)" as equation 1 representing the first 35
observations, followed by "(yvar xvar)" as equation 2 representing the
next 35 observations, and so on. My difficulty is that without
re-orienting the data width-wise (which creates a cumbersome heap of
newly-named X and Y variables and stops me from being able to tweak the
regressions around the edges) I have no way to distinguish for Stata
that instead of each equation having different Y and X variable names,
each equation has the same variable names but should contain a different
set of 35
observations. My abbreviated dataset looks like:

Country                   Year   Yvar    Xvar
Australia                 2004   .5      14      
Australia                 2003   .6      17
....                        ..
Australia                 1970   .2      10

Austria                   2004   .9      35
Austria                   2003   .8      14
....                        ..
Austria                   1970   .15     14

Belgium                   2004   .13     7
....
(and so on for approximately 100 countries)

Ideally, the sureg command would allow something like "by country: sureg
(Yvar Xvar)" but instead, I have to reorient the data widthwise and
write "sureg (YvarAustralia XvarAustralia) (YvarAustria XvarAustria)..."
for about one-hundred different equations (and change all 100 when I
make adjustments). Requiring this horizontal orientation to make sureg
work seems remarkably inefficient in the command line, but I can't seem
to find another way around it. Many thanks for any and all ideas.

Cheers,
Eric

Eric K. Bielke
Regulatory Economics Advisor
www.telecom.co.nz
Level 2, Telecom House, 68-86 Jervois Quay,
P O Box 570, Wellington, New Zealand

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