See Stata Journal 4(4) "From the help desk: Seemingly unrelated regression
with unbalanced equations" A. McDowell
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Neumayer,E
> Sent: Wednesday, March 30, 2005 4:10 PM
> To: [email protected]
> Subject: st: Sureg without listwise deletion
>
> Hi,
>
> if you do sureg (y x) (z x) then the resulting output will be restricted
> to
> the number of observations that are available for both y, z (and x) at the
> same time, i.e. the sample size is by definition identical. If the number
> of
> available observations for y differs from z, does anyone know how to do
> sureg without listwise deletion, i.e. allowing the full sample size for
> both
> y and z? http://www.ats.ucla.edu/stat/stata/code/sureg.htm describes how
> to
> do this in Eviews, but ideally I don't want to get familiar with another
> statistical package.
>
> Any help greatly appreciated,
>
> Eric
>
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