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st: sureg


From   Mekbib Haile <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: sureg
Date   Sat, 25 Aug 2012 03:08:26 -0700 (PDT)

Dear stata users,

would you please help me on this?

1.   After a sureg command on STATA using level variables, I wanted to estimate elasticities with the margins eyex command.

I have one problem with one of my equations: stata gives me the following error message.

. margins, eyex (l2.y  l.y  x1  x2  x3) predict(equation(y))
 could not calculate numerical derivatives -- discontinuous region with missing values encountered r(459);

However,
 my data has no missing values except for the lag variables. What could 
be a potential problem? The same command works fine when all the 
covariates were in logarthmic
 format.  

Do you also suggest estimating elasticities at mean 
(atmeans option) values or better to use the average of the elasticities
 of individual observations?

2.   How do I test and control for Heteroscedasticity after a Seemingly Unrelated Regression using STATA?


Many thanks!

Mac    


 
Mekbib Haile (PhD student)
Center for Development Research (ZEF)
University of Bonn
Walter Flex Str. 3,D-53113, Bonn, Germany
Email: [email protected]

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