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Re: st: RE: SUR with panel data
Dear Panagiotis,
many thanks for the answer. Actually, my doubt about xtsur is that (as
I understand from the structure of the example dataset
xtsur_example.dta) no missing observation on c can be accomodated,
i.e. for each given x and t I should have information for ALL the
commodity classes, isn't it? Obviously, I would not drop out all
observation with missing c.
Kind regards,
Vittorio Marzano
Quoting "Karfakis, Panagiotis (ESAF)" <[email protected]>:
have you tried: xtsur
if its not installed write in command line:
net search xtsur
best
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of [email protected]
Sent: 21 August 2008 16:27
To: [email protected]
Subject: st: SUR with panel data
Dear statalist users,
I am going to estimate an International trade model using a database with
observations related to o-d pairs of countries (x) for different years (t)
and commodity classes (c). This is therefore a panel dataset, and in addition
there is potential correlation between commodity classes equations for the
o-d pair x at the year t. Moreover, the dataset is not complete, since some
c?s are missing for xt pairs and some t?s are missing for xc pairs.
I should therefore perform a SUR estimation within a panel data
framework: how can I do it using STATA? I understand that sureg and xtreg
solve separately the two problems, but is there a way to combine them? I
would also be glad to know which tests can be run in order to contrast this
estimation with a simple panel data estimation (i.e. neglecting correlations
among commodity classes).
Thanks in advance.
----- Fine del messaggio inoltrato -----
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