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st: sureg vs. suest
From
Mike Kim <[email protected]>
To
[email protected]
Subject
st: sureg vs. suest
Date
Fri, 4 Mar 2011 10:57:43 -0600
Hi all,
I have two questions about seemingly unrelated estimation (SUR). Fist,
can anyone please explain what the differences are between sureg and
suest (after reg)? Can I use either of them if I want to estimate SUR?
Second, if I use sureg, the number of observations is the minimum of
each equation (four equations in my case). However, if I use suest
after reg, the number of observations becomes the maximum of these
four OLS. Why is this difference? Thank you for your opinion.
Mike.
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