Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: 3sls-fe regression for panel data
From
Daniela A <[email protected]>
To
[email protected]
Subject
Re: st: 3sls-fe regression for panel data
Date
Tue, 1 Nov 2011 09:53:49 +0100
Can I use reg3 for panel data?
Thanks.
Best,
D.
On Mon, Oct 31, 2011 at 10:29 PM, John Antonakis <[email protected]> wrote:
> 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<[email protected]>
>> 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/
>
*
* 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/