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st: Comparing sureg with reg


From   Schöler, Lisa <lschoeler@wiwi.uni-frankfurt.de>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Comparing sureg with reg
Date   Tue, 31 Jan 2012 11:09:03 +0000

Dear Statalist,

I have three equations with three different dependent variables and 45 independent variables. 
I ran a SUR model with the command -sureg-. The 45 independent variables are the same for all three equations.
The Breusch-Pagan test of independence shows that my dependent variables are not independent (p<.001).
When I compare the coefficients that I receive from -sureg- and -reg-, they do not differ at all. Only the standard errors differ, but only slightly.

Can anybody explain me what I am doing wrong here, I have no explanation why the coefficients do not differ at all? I know that this is the case when you only have dummy variables, but I have 30 dummy variables and 15 variables that are not dummies.

Thanks
Lisa

Lisa Schöler
Professur für BWL, insb. Electronic Commerce
Goethe-Universität Frankfurt
Grüneburgplatz 1 
60629 Frankfurt a.M.
 
Phone: ++49 69 798 34632
Fax:   ++49 69 798 35001
Email: lschoeler@wiwi.uni-frankfurt.de
URL:   www.ecommerce.wiwi.uni-frankfurt.de

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