Estimate the sureg model. At the bottom of the list of coefficients is a
statistic that can be used to evaluate whether there is sufficient gain to
using sureg over (three) separate regressions are
Sorry I cannot be more precise; I am traveling and do not have my manuals
handy.
HTH
Sam
On Sat, 7 Apr 2007 [email protected] wrote:
> My questions is how can one test, using Stata, whether you need to use
> seemingly unrelated regression (sureg) or not? I have 3 equations which
> contain some identical variables. I want to test whether I need to use
> sureg or not.
>
> Thank you,
>
> Anna
> University of Minnesota
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
