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st: xtsur cmd problem with missing values in matrices

To   "" <>
Subject   st: xtsur cmd problem with missing values in matrices
Date   Tue, 14 Oct 2008 10:33:21 +0200

Dear Statalist-Members,

I?m quite new in working with Stata. I?m using Version 10.1 SE. Currently I?m interested in analysing data in an unbalanced panel of household level data. Especially I try to measure risk factors for Chinese farm households. Therefore I intended to use seemingly unrelated regression models to estimate production functions following the approaches in Wan et al. (1992) and Biorn (2004): Regression system for unbalanced panel data: a stepwise maximum likelihood procedure. Thanks to the work of Minh Cong Nguyen I installed the package for the -xtsur- command using ssc install xtsur.

Based on my data I entered the following command including the two equation specifications

xtsur (nh126 nh111 nh221 nh223 nh233 nh237 nh239 nh246 nh249) ( nh128 nh111 nh221 nh223 nh233 nh237 nh239 nh246 nh249)

The response of Stata was the following:

Calculating stepwise estimates...
Iteration 1:                             relative difference =  0
Seemingly unrelated regression (SUR) in unbalanced panel data set
One-way random effect estimation:
Number of Group variable:  8             Number of obs      =      4919
Panel variable: id                       Number of eqn      =         2
Time variable : year                     Number of groups   =         8

estimates post: matrix has missing values
search r(504):r(504)

Some of the observations have the value "0". Does this cause the problem? Is it possible to display the matrices even with the missing values,
to check what is wrong?

Thank you very much for your help.



Christian Böber
International Research Training Group
"Sustainable Resource Use in North China" (769)
Department of Agricultural Economics and Social Sciences in
the Tropics and Subtropics (490A)
University of Hohenheim
D-70593 Stuttgart/ Germany
Phone: ++49 (0) 711-459-23475

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