st: time series and SUR

["Teresa Linz" <tlinz@uni-bonn.de>]

Hi all together,

I have maybe a more theoretical question rather than a 
practical. I am estimating time series data with a SUR 
model in Stata. Since my data is not stationary I 
differenced it. Does anybody know whether this is allowed 
in a SUR model or whether I have to proceed with the error 
correction model now?
Thank you for your comments




On Tue, 29 Jul 2008 08:28:24 -0500
 Steven Samuels <sjhsamuels@earthlink.net> wrote:

> To describe your sample, use ordinary, non-survey, 
> commands.  Survey  commands are intended to estimate 
> characteristics of the sampled  population, not the 
> sample itself.   To me, the most important  descriptor of 
> a sample cell is the number of observations.
>
> -Steve
> On Jul 25, 2008, at 2:01 PM, Chao Yawo wrote:
>
>
> > Hi,
> >
> > I am using svy commands to analyze a DHS dataset.
> >
> > As a usual prerequisite, I want to run some descriptive 
> > statistics on
> > my sample.  I can use the regular tabulate or fre 
> > command to produce
> > frequency distributions.
> >
> > However, I realized that svy has a "tabulate" or 
> > "proportions" option
> > that could produce frequency distributions/estimates per 
> > variable.  I
> > run both and realized slight differences between the two 
> > frequencies
> > outputs.
> >
> > Which one should I use - I am leaning towards using the 
> > one with the
> > svy: prefix.
> >
> > I would appreciate any thoughts and pointers.
> >
> > thanks - CY.
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_______________________________

Teresa Linz, M.Sc.

Junior Researcher

Center for Development Research

Walter-Flex-Str. 3

53113 Bonn

Germany

Tel.: +49 228/73 4962
Fax:  +49 228/73 1869
Internet: www.zef.de
*
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