Nineng,
From: "Nineng Titah Batari" <[email protected]>
To: [email protected]
Date sent: Fri, 28 May 2004 10:47:48 +0800
Subject: st: seemingly unrelated regression
Send reply to: [email protected]
> Good morning...
> I am a student from Brawijaya University Malang-Indonesia
> I want to ask more about Seemingly Unrelated regression (SUR) :
>
> 1. What is the asumption of SUR estimation?
> 2. If the asumption can't be fulfil, so how to solve this?
> 3. Is there multicolinierity asumption in SUR ?
> If yes, can you explain this case clearly and how to solve this?
> 4. From literature, SUR Model can estimate by using GLS, other
> literature say by using GLS Two Step Aitken, so what the different
> between these?
> 5. In GLS, for estimation parameter it uses matrix transformation non
> singular definit positive, what is it ?(Literature:Kmenta and
> Judge Hill)
> 6. What kind of data can analyse with this method?
>
> I think that is enough. I really hope can get the answered,because I
> really need these information for my paper.
The Stata Reference Manuals are an excellent source for answering
thess sorts of question. Much more appropriate than Statalist.
--Mark
> I'm sorry if my english is very bad.
> THANK YOU VERY MUCH...
>
> Nineng Titah Batari
> Brawijaya University~Indonesian
>
>
>
> --
> ______________________________________________
> Check out the latest SMS services @ http://www.asiamail.com
> Send and receive SMS through your mailbox.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
