Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Comparison two SUR models
From
Andres Susaeta <[email protected]>
To
[email protected]
Subject
st: Comparison two SUR models
Date
Sun, 3 Oct 2010 20:10:33 -0400
Hello Statalisters
I'm using seemingly unrelated regression (SUR) technique to estimate
four models (equations). I have imposed symmetry in this model (some
coefficients amog different equations are the same). I have also run
the same 4 equations under the same approach without imposing
symmetry. I want to compare both models to see which one is more
appropriate. I have calculated McElroy's R square and F test (overall
significance). However, I'm not sure if these two statistics will be
useful to conduct a typical F test between the 2 models. (restricted
vs unrestricted) because the way they are constructed differ from the
traditional R square and F test . I would really apprecciate if anyone
can share some insights about this topic and if there is a STATA
command to perfom this analysis.
Best
Ignacio
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/