Jonathan wrote:
I want to perform a SUR with 5 identical equations, but for 5
different groups of observations in my data, and make some
restrictions and tests on coefficients across equations. My problem
is: I don't know how to tell Stata that these 5 equations are not the
same, although they all contain the same variables.
Are you sure that you are adopting the right strategy?
As I understand it, SUR is the thing to do when you have 2 (or more)
correlated dependent variables but the independet variables are similar
across the equations. The problem you have, as I see it, can be solved more
easily by estimating 5 different equations (one for each group) and compare
the magnitude of the different independent variables in the traditional
way.
Or you can create product terms (interaction variables) involving the
5-group variable and the remaining independent variables in a more
comprehensive equation...
Well, that's my comment...
Christer
Christer Thrane, dr.polit.
Associate Professor, Sociology
Faculty of Tourism and Applied Social Science
Lillehammer College
Gudbrandsdalsv. 350
2626 Lillehammer, Norway
+ 47 61 28 81 70 (fax)
+ 47 61 28 82 47 (phone, work)
+ 47 61 25 68 44 (phone, home)
+ 47 92 29 54 39 (mobile)
E-mail, work: [email protected]
E-mail, home: [email protected]
"Jonathan Beck"
<[email protected]> To: [email protected]
Sent by: cc:
owner-statalist@hsphsun2. Subject: st: SUR with identical equations, restrictions and tests
harvard.edu
13.01.03 11:06
Please respond to
statalist
Dear Listeners,
I want to perform a SUR with 5 identical equations, but for 5
different groups of observations in my data, and make some
restrictions and tests on coefficients across equations. My problem
is: I don't know how to tell Stata that these 5 equations are not the
same, although they all contain the same variables.
I generated distinct variables for every group, like p1-p5 for the
endogenous and x1-x5 for one of the exogenous variables by saying:
. gen p1=.
. replace p1=p if group==1
and so on.
But to my command
. sureg (p1 x1) (p2 x2) ? (p5 x5)
Stata replied:
insufficient observations, r(2001)
although every group has hundreds or thousands of observations.
In the archive, I found a short response by Kit Baum pointing to a
longer discussion that took place in early 2002 on a this issue, but
that I couldn't find.
I'd be very grateful if someone could give me a more detailed
reference of that earlier discussion, or some other clues.
I use Stata 7.
Kind regards
Jonathan
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