see if you can tweak -gllamm- to do this for you. I think you should
be able to, specifying a three-level model with panel error (level 3),
panel per year error (level 2), and all of your demand variables at
the first level.
Stas
On Thu, 07 Oct 2004 17:07:51 +0000, jyotsna puri <[email protected]> wrote:
> I am trying to do exactly the same thing. I have a panel for 11 years. The
> only
> variation I have is, I think that population is endogenous. My left hand
> side
> variables in the SUR will be area equations. Any insights on this on
> and off the list would be appreciated. I will return the favor.
> -Jyotsna
>
> ----Original Message Follows----
> From: Bayou Demeke <[email protected]>
>
> I wanted to do a fixed effects or random effects model
> for systems of land demand equations. I belive the
> error terms across equations are correlated, and hence
> estimating them as a system improves efficiency. I
> have a panel data of 5 years.
>
> I have seen papers on Random effects SUR (such as
> Avery, 1977 and Balatgi, 1980) but haven't come across
> packages that handles SUR with panel. I would
> appreciate any insight as to how to do this in STATA.
>
> Thanks
> Bayou Demeke
>
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--
Stas Kolenikov
http://stas.kolenikov.name
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