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]
Michael Musyoka <email@example.com>
Sun, 19 Jun 2011 11:49:18 -0700 (PDT)
When I run a LA/AIDS with the SUREG command in stata without specifying ISURE,
is the covariance matrix of the two step estimates
heteroskedasticity-consistent in line with the two-step approach of Shonkwiler
and Yen (1999) and Su and Yen, (2000) in accounting for zero budget shares in
demand analysis. Simply is it a True FGLS?
* For searches and help try: