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Re: st: SUR

From   John Antonakis <[email protected]>
To   [email protected]
Subject   Re: st: SUR
Date   Sat, 14 Jul 2012 16:42:02 +0200

Hi Mesut:

Take a look at the Stata command -sem-. You can estimate SUR models (see Ex. 12) with missing data using the -method(mlmv)- option.



Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Associate Editor
The Leadership Quarterly

On 14.07.2012 16:02, Mesut Karakas wrote:

we are using sur (seemingly unrelated regression), but our equations
do not have the same number of observations due to missing variables.
To cope with this issue, there exists a solution:
But this solution takes too much time.
Is there anyone who can help with this problem in a basic way (i.e. a
command in stata or add-in etc).
Thanks in advance.

Mesut Karakas
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