--- Rachel Whaley <[email protected]> wrote:
> I have four dependent variables (different count variables drawn from
> the same sample). Ideally I would like to use SUR rather than four
> separate regression analyses to control for the correlated errors and
> to compare the equality of coefficients across equations (f-tests).
> However, the data are counts and require negative binomial
> regression. At this point, I have estimated the equations separately
> using nbreg and I will calculate by hand a statistic to examine the
> equality of coefficients across models (the models are exactly the
> same, just the dependent variables are different). Unless there is a
> way to do this?
Below I give a substantively non-sensical example which explains the
mechanics of using -suest-: You estimate the equations seperately,
store each equation directly after you estimate it with -est store-,
and than use -suest- on the stored equations. I have used -poisson- as
-nbreg- did not converge quickly in this case (which is not surprising
since it is non-sensical), but in your case you can just as easily
replace -poisson- with -nbreg-.
*------------ begin example ------------
sysuse nlsw88, clear
poisson age married
est store A
poisson grade married
est store B
suest A B
test [A_age]married=[B_grade]married
*------------- end example --------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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