Re: st: 3sls-fe regression for panel data

[John Antonakis <John.Antonakis@unil.ch>]

Hi:

So you'd simply estimate:

reg3 (V1 A B C D E V2 i.firm i.year) (V2 A B C G V1 i.firm i.year)

HTH,
John.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 31.10.2011 19:24, Daniela A wrote:
> Dear Sami,
>
> My mistake - I am sorry:
>
> V1 enters the second equation and V2 enters the first equation - the correct is:
>
> The system consists of two symultaneous equations.
>
> The variables are:
>
> First equation: dependent and endogenous variable is V1;   explanatory
> varibales are A, B, C, V2, E;    fixed effect are: firm, year
>
> Second equation: dependent and endogenous variable is V2;    explanatory
> varibales are A, B, C, V1, G;    fixed effect are: firm, year
>
>
>
> On Mon, Oct 31, 2011 at 7:00 PM, Sami Alameen<samialameen@gmail.com>  wrote:
> > regarding the panel part there are many ways for
> > single equation
> >
> > xtset firm year
> > xtreg v1 a b d c e i.year, fe
> >
> > and so on
> >
> > for SUR
> >
> > sureg (v1 a b c d e f i.firm i.year) (v2 a b c f g i.firm i.year)
> >
> > Correction: the command for SUR model is _sureg_ not sur
> >
> > Good luck
> > *
> > *   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/
*
*   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/