Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

# Re: st: 3sls-fe regression for panel data

 From John Antonakis To statalist@hsphsun2.harvard.edu Subject Re: st: 3sls-fe regression for panel data Date Mon, 31 Oct 2011 22:29:01 +0100

```Hi:

So you'd simply estimate:

reg3 (V1 A B C D E V2 i.firm i.year) (V2 A B C G V1 i.firm i.year)

HTH,
John.

__________________________________________

Prof. John Antonakis
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
__________________________________________

On 31.10.2011 19:24, Daniela A wrote:
```
```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/
```
```*
*   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/
```