Bookmark and Share

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]

Re: st: Comparing sureg with reg


From   Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Comparing sureg with reg
Date   Wed, 1 Feb 2012 00:18:31 -0500

"The 45 independent variables are the same for all three equations."

When the independent variables are the same in all the equations,
equation by equation OLS (-reg-) and SUR (-sureg-) are equivalent.
_______________________
Jorge Eduardo Pérez Pérez



On Tue, Jan 31, 2012 at 6:09 AM, Schöler, Lisa
<lschoeler@wiwi.uni-frankfurt.de> wrote:
> 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
>
> _________________________________
> Get serious about better marketing decisions - apply now!
> http://www.goethe-master.de
>
>
> *
> *   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index