Dear statalisters,
I am trying to conduct a SUR on a panel dataset using -sureg-, with one
equation per country. However, unless I use only a very small number of
equations, I always get the error message "insufficient observations", even
if T > 2M (time dimension more than twice as large as number of equations).
It is quite obvious that T has to be larger than M, but by how much? I could
not find details on this question anywhere. Does maybe anybody of you know?
(Or is it maybe so obvious that it should jump to my eyes?)
Thank you in advance,
Markus Poschke
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