RE: st: AW: multivariate linear reg

["stata_user stata_user" <stata_dofile@hotmail.co.uk>]

Thanks
What happen if y1,y2 and y3 are associated?
Why multivariate regression will still give the same results like as the 
indvidual linear regression models

Sami



> From: "Stephan Brunow" <Stephan.Brunow@mailbox.tu-dresden.de>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: <statalist@hsphsun2.harvard.edu>
> Subject: st: AW: multivariate linear reg
> Date: Wed, 17 May 2006 08:17:09 +0200
>
> Hi,
>
> if your model is
>
> y1=a1 + b1*x + u
> y2=a2 + b2*x + u
> y3=a3 + b3*x + u
>
> and x is the same for all equations you may estimate it equation by 
> equation
> OLS (regress y1 x1 and so on) or you may run sureg. (Seemingly unrelated
> regression model). In both cases, as long as x is the same for all
> equations, you should get the same results. Check Greene, Econometric
> Analysis, Ch. 14. for details.
> If you have various x in the different equations you should apply sureg. As
> long as the error terms are uncorrelated, you may also apply OLS. However,
> this is written in detail in the Greene-Text-Book.
>
> Stephan
>
> ---
> Stephan Brunow
> MSc. in Economics und Diplom-Verkehrswirtschaftler
> Professur f�r VWL, insb. Makro�konomik und
> Raumwirtschaftslehre/Regionalwissenschaften
> Institut f�r Wirtschaft und Verkehr
> Fakult�t f�r Verkehrswissenschaften �Friedrich List"
> Technische Universit�t Dresden
> D-01062 Dresden
>
>
>
> http://tu-dresden.de/regionalscience
>
> Phone: ++49-(0)351-463-36806
> Fax: ++49-(0)351-463-36819
>
> -----Urspr�ngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von stata_user
> stata_user
> Gesendet: Dienstag, 16. Mai 2006 19:36
> An: statalist@hsphsun2.harvard.edu
> Betreff: st:multivariate linear reg
>
> I would like to ask about the difference between a simple linear regression
> of 3 depdent variables Y1 and Y2 and Y3 with a independent variable X
>
> and the the multivariate version which regress (Y1,Y2,Y3) with X  (test
> statistics used in each case, interpretation of the output , if possible),
> and how to do it in stata?
>
> many thanks in advance?
>
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