st: Issues with xtsur

["Abdalla, Ahmed" <ahmed.abdalla@kcl.ac.uk>]

Dear Statalist
I try to use -xtsur- to fit a system of 4 equations of seemingly unrelated regressions.

**I tsset my data using the command-
tsset firmdi timeid

**I run the xtsur command-
xtsur(f.pred_ce pred_ce pos_ces wceq wdvc) ( f.pos_ces pred_ce pos_ces wceq wdvc) (f.wceq pred_ce pos_ces wceq wdvc) (f.wdvc pred_ce pos_ces wceq wdvc)

However I get this error message-
not sorted
               st_data():  3598  Stata returned error
              _xtsurub():     -  function returned error
                 <istmt>:     -  function returned error
r(3598);


My data is sorted and I tsset the panel data. Further more, I tried to run any fixed effect or random effect models on my data and it worked to properly, which means that Stata acknowledges that it is a panel dataset.

Again I tried the command-sureg and it worked properly :
sureg(f.pred_ce pred_ce pos_ces wceq wdvc) ( f.pos_ces pred_ce pos_ces wceq wdvc) (f.wceq pred_ce pos_ces wceq wdvc) (f.wdvc pred_ce pos_ces wceq wdvc)


Does anyone know what is the problem with xtsur here ?

Thanks







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