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]
st: RE: RE: Comparing sureg with reg
From
Schöler, Lisa <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: RE: Comparing sureg with reg
Date
Tue, 31 Jan 2012 18:24:45 +0000
Thank you
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of DE SOUZA Eric
Sent: Tuesday, January 31, 2012 5:28 PM
To: [email protected]
Subject: st: RE: Comparing sureg with reg
As you say: " The 45 independent variables are the same for all three equations"
Estimating a seemingly unrelated regressions system in which the explanatory variables are the same for all equations is equivalent toe estimating each equation separately by OLS inasfar as the parameter estimates and standard errors are concerned.
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Schöler, Lisa
Sent: 31 January 2012 12:09
To: [email protected]
Subject: st: Comparing sureg with reg
Dear Statalist,
I have three equations with three different dependent variables and 45 independent variables.
I ran a SUR model with the command -sureg-. The 45 independent variables are the same for all three equations.
The Breusch-Pagan test of independence shows that my dependent variables are not independent (p<.001).
When I compare the coefficients that I receive from -sureg- and -reg-, they do not differ at all. Only the standard errors differ, but only slightly.
Can anybody explain me what I am doing wrong here, I have no explanation why the coefficients do not differ at all? I know that this is the case when you only have dummy variables, but I have 30 dummy variables and 15 variables that are not dummies.
Thanks
Lisa
Lisa Schöler
Professur für BWL, insb. Electronic Commerce Goethe-Universität Frankfurt Grüneburgplatz 1
60629 Frankfurt a.M.
Phone: ++49 69 798 34632
Fax: ++49 69 798 35001
Email: [email protected]
URL: www.ecommerce.wiwi.uni-frankfurt.de
_________________________________
Get serious about better marketing decisions - apply now!
http://www.goethe-master.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/
*
* 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/