[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 16:21:54 +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.

*   For searches and help try:

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