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Re: st: panel data cross-equation constraints
From
David Greenberg <[email protected]>
To
[email protected]
Subject
Re: st: panel data cross-equation constraints
Date
Tue, 8 May 2012 15:44:54 -0400
This can be done using the sem command to estimate a structural
equation model. For research examples, see Ronald Kessler and David
Greenberg, LINEAR PANEL ANALYSIS: MODELS OF QUANTITATIVE CHANGE
(Academic Press, out of print). - David Greenberg, Sociology
Department, New York University
On Tue, May 8, 2012 at 11:41 AM, Tomáš Houška <[email protected]> wrote:
> Dear Statalist,
>
> I have panel data which I am using for Almost Ideal Demand System
> estimation and I am looking for imposing cross-equation constraints.
> My model has 4 equations (each done on panel data), into which I need
> to impose both intra-equation and inter-equation constraints on the
> estimates.
>
> I guess for cross-equation constraints to work I will need a
> simultaneous equations estimator (something like -sureg- is), but for
> panel data. Is there such an estimator that I could use? I cant find
> any such estimator either in Stata (v12) or in user-written files
> (there is -xtsureg- but it does not support any constraints).
>
> Any help will be very appretiated.
>
> Thank you
>
> Tomas
> PhD Candidate
> Department of Economics, Faculty of Economics and Administration
> Masaryk University
> Czech Republic
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