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From | Daniela A <daniela75758@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: 3sls-fe regression for panel data |
Date | Mon, 31 Oct 2011 19:24:05 +0100 |
Dear Sami, My mistake - I am sorry: V1 enters the second equation and V2 enters the first equation - the correct is: The system consists of two symultaneous equations. The variables are: First equation: dependent and endogenous variable is V1; explanatory varibales are A, B, C, V2, E; fixed effect are: firm, year Second equation: dependent and endogenous variable is V2; explanatory varibales are A, B, C, V1, G; fixed effect are: firm, year On Mon, Oct 31, 2011 at 7:00 PM, Sami Alameen <samialameen@gmail.com> wrote: > regarding the panel part there are many ways for > single equation > > xtset firm year > xtreg v1 a b d c e i.year, fe > > and so on > > for SUR > > sureg (v1 a b c d e f i.firm i.year) (v2 a b c f g i.firm i.year) > > Correction: the command for SUR model is _sureg_ not sur > > Good luck > * > * 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/ > * * 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/