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RE: st: RE: SUR with panel data
missing observations is a different problem onto which I don't have any
particular knowledge/advice
sorry!!
good luck
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of [email protected]
Sent: 21 August 2008 16:53
To: [email protected]
Subject: 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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