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st: Problem with Seemingly Unrelated Regression (SUR)


From   Jennifer M Keister <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Problem with Seemingly Unrelated Regression (SUR)
Date   Fri, 14 Jan 2011 13:28:12 -0800

I'm hoping someone might have some advice on a survey analysis problem I'm having.  

The analytical problem is analogous to the below:

Respondents are asked to rate how much they enjoy each of the following fruits (on a 0-3 scale, with "Don't know" and "Refuse to answer" also provided as options).
ORANGES: "How much do you enjoy oranges?"
0) Very little
1) Some
2) A lot
3) Don't know
4) Refused to answer

Same question format for:  BANANAS, APPLES, GRAPES

Each record includes a "grade" for each fruit (again, on a 0-3 scale) reflecting how much that respondent dis/likes the fruit.  Grades are thus not forced to be mutually exclusive.

I would like to compare the "grade" each fruit receives, so that I may make comparative statements about popularity across fruit.  For example "On average, respondents rate ORANGES more highly than GRAPES."  Thus, I need to be able to compare responses across the "fruit variables."

Seemingly unrelated regression (SUR) seems a viable option to perform this analysis.  Unfortunately, the SUREG command in Stata does not seem to allow pweights or clustered standard errors, which is a problem since I'm working with survey data.

Is there a way around this problem? Or an alternate analysis that does allow pweights and clustered SEs?

Best regards, 

Jen  


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