Teresa,
If your data are not rendered stationary, you may obtain spurious regression.
Regards,
Bob Yaffee
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Senior Research Scientist,
NSF # 0826983
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Teresa Linz <[email protected]>
Date: Tuesday, July 29, 2008 10:06 am
Subject: st: time series and SUR
To: [email protected]
> 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 <[email protected]> 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.
> >> *
> >> * For searches and help try:
> >> * http://www.stata.com/help.cgi?search
> >> * http://www.stata.com/support/statalist/faq
> >> * http://www.ats.ucla.edu/stat/stata/
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
>
> _______________________________
>
> 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
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
