[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: SUR with panel data

From   [email protected]
To   [email protected]
Subject   st: SUR with panel data
Date   Thu, 21 Aug 2008 16:26:34 +0200

Dear statalist users,

I am going to estimate an International trade model using a database
with observations related to o-d pairs of countries (x) for different
years (t) and commodity classes (c). This is therefore a panel
dataset, and in addition there is potential correlation between
commodity classes equations for the o-d pair x at the year t.
Moreover, the dataset is not complete, since some c?s are missing for
xt pairs and some t?s are missing for xc pairs.

I should therefore perform a SUR estimation within a panel data
framework: how can I do it using STATA? I understand that sureg and
xtreg solve separately the two problems, but is there a way to combine
them? I would also be glad to know which tests can be run in order to
contrast this estimation with a simple panel data estimation (i.e.
neglecting correlations among commodity classes).

Thanks in advance.

----- Fine del messaggio inoltrato -----

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index