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st: SUREG with if command.
From
David Ashcraft <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: SUREG with if command.
Date
Tue, 25 Sep 2012 04:42:06 -0700 (PDT)
Hi Statalist,
I am trying to run -sureg- with multiple equation as per below. Now I have divided my data based on dummy variable and I want to see if the results are any different based on the dummy variable. Based on my data, I should get three different results i.e. one for the whole sample and two based on the dummy variable. I am getting the same result for the overall sample and where dummy==0 and getting no result for dummy==1.
I don't understand why I am getting this result. Can anyone help me direct to the solution of this problem. I have looked at some older posts but there is no answer.
Regards
David
sureg (rp1 rm1)(rp2 rm2)(rp3 rm3)(rp4 rm4)(rp6 rm6)(rp7 rm7)(rp8 rm8)(rp9 rm9), corr
Seemingly unrelated regression
----------------------------------------------------------------------
Equation Obs Parms RMSE "R-sq" chi2 P
----------------------------------------------------------------------
rp1 60 1 .0071761 0.9616 3298.70 0.0000
rp2 60 1 .0092113 0.9465 2534.55 0.0000
rp3 60 1 .0082266 0.9544 2847.07 0.0000
rp4 60 1 .0091633 0.9491 2198.62 0.0000
rp6 60 1 .0084368 0.9515 2677.13 0.0000
rp7 60 1 .0060539 0.9711 3703.34 0.0000
rp8 60 1 .009352 0.9866 5504.52 0.0000
rp9 60 1 .0115533 0.9832 4137.04 0.0000
----------------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
rp1 |
rm1 | .9992066 .0173974 57.43 0.000 .9651084 1.033305
_cons | -.0000674 .0009287 -0.07 0.942 -.0018876 .0017527
-------------+----------------------------------------------------------------
rp2 |
rm2 | .9733916 .0193347 50.34 0.000 .9354963 1.011287
_cons | -.0013549 .001196 -1.13 0.257 -.003699 .0009892
-------------+----------------------------------------------------------------
rp3 |
rm3 | .9942406 .0186334 53.36 0.000 .9577198 1.030761
_cons | -.0008887 .0010727 -0.83 0.407 -.0029911 .0012136
-------------+----------------------------------------------------------------
rp4 |
rm4 | .9618481 .0205131 46.89 0.000 .9216431 1.002053
_cons | .0010966 .0011632 0.94 0.346 -.0011832 .0033765
-------------+----------------------------------------------------------------
rp6 |
rm6 | .9920405 .0191732 51.74 0.000 .9544617 1.029619
_cons | -.0008398 .001099 -0.76 0.445 -.0029937 .0013142
-------------+----------------------------------------------------------------
rp7 |
rm7 | .9873097 .016224 60.86 0.000 .9555113 1.019108
_cons | .0001045 .0007886 0.13 0.895 -.0014411 .0016502
-------------+----------------------------------------------------------------
rp8 |
rm8 | .9554066 .0128774 74.19 0.000 .9301673 .9806458
_cons | .0009302 .0012033 0.77 0.439 -.0014282 .0032887
-------------+----------------------------------------------------------------
rp9 |
rm9 | .9889603 .0153757 64.32 0.000 .9588245 1.019096
_cons | -.0001408 .0014852 -0.09 0.924 -.0030518 .0027703
------------------------------------------------------------------------------
Correlation matrix of residuals:
rp1 rp2 rp3 rp4 rp6 rp7 rp8 rp9
rp1 1.0000
rp2 0.1214 1.0000
rp3 0.2210 0.9609 1.0000
rp4 0.4345 -0.0342 0.0495 1.0000
rp6 0.2268 0.9595 0.9982 0.0447 1.0000
rp7 0.9088 0.2710 0.3749 0.7114 0.3763 1.0000
rp8 0.2240 0.0839 0.0896 -0.0739 0.0987 0.1232 1.0000
rp9 0.2100 0.1163 0.1462 -0.0321 0.1497 0.1600 0.7653 1.0000
Breusch-Pagan test of independence: chi2(28) = 338.778, Pr = 0.0000
. sureg (rp1 rm1)(rp2 rm2)(rp3 rm3)(rp4 rm4)(rp6 rm6)(rp7 rm7)(rp8 rm8)(rp9 rm9)if dummy==0, corr
Seemingly unrelated regression
----------------------------------------------------------------------
Equation Obs Parms RMSE "R-sq" chi2 P
----------------------------------------------------------------------
rp1 60 1 .0071761 0.9616 3298.70 0.0000
rp2 60 1 .0092113 0.9465 2534.55 0.0000
rp3 60 1 .0082266 0.9544 2847.07 0.0000
rp4 60 1 .0091633 0.9491 2198.62 0.0000
rp6 60 1 .0084368 0.9515 2677.13 0.0000
rp7 60 1 .0060539 0.9711 3703.34 0.0000
rp8 60 1 .009352 0.9866 5504.52 0.0000
rp9 60 1 .0115533 0.9832 4137.04 0.0000
----------------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
rp1 |
rm1 | .9992066 .0173974 57.43 0.000 .9651084 1.033305
_cons | -.0000674 .0009287 -0.07 0.942 -.0018876 .0017527
-------------+----------------------------------------------------------------
rp2 |
rm2 | .9733916 .0193347 50.34 0.000 .9354963 1.011287
_cons | -.0013549 .001196 -1.13 0.257 -.003699 .0009892
-------------+----------------------------------------------------------------
rp3 |
rm3 | .9942406 .0186334 53.36 0.000 .9577198 1.030761
_cons | -.0008887 .0010727 -0.83 0.407 -.0029911 .0012136
-------------+----------------------------------------------------------------
rp4 |
rm4 | .9618481 .0205131 46.89 0.000 .9216431 1.002053
_cons | .0010966 .0011632 0.94 0.346 -.0011832 .0033765
-------------+----------------------------------------------------------------
rp6 |
rm6 | .9920405 .0191732 51.74 0.000 .9544617 1.029619
_cons | -.0008398 .001099 -0.76 0.445 -.0029937 .0013142
-------------+----------------------------------------------------------------
rp7 |
rm7 | .9873097 .016224 60.86 0.000 .9555113 1.019108
_cons | .0001045 .0007886 0.13 0.895 -.0014411 .0016502
-------------+----------------------------------------------------------------
rp8 |
rm8 | .9554066 .0128774 74.19 0.000 .9301673 .9806458
_cons | .0009302 .0012033 0.77 0.439 -.0014282 .0032887
-------------+----------------------------------------------------------------
rp9 |
rm9 | .9889603 .0153757 64.32 0.000 .9588245 1.019096
_cons | -.0001408 .0014852 -0.09 0.924 -.0030518 .0027703
------------------------------------------------------------------------------
Correlation matrix of residuals:
rp1 rp2 rp3 rp4 rp6 rp7 rp8 rp9
rp1 1.0000
rp2 0.1214 1.0000
rp3 0.2210 0.9609 1.0000
rp4 0.4345 -0.0342 0.0495 1.0000
rp6 0.2268 0.9595 0.9982 0.0447 1.0000
rp7 0.9088 0.2710 0.3749 0.7114 0.3763 1.0000
rp8 0.2240 0.0839 0.0896 -0.0739 0.0987 0.1232 1.0000
rp9 0.2100 0.1163 0.1462 -0.0321 0.1497 0.1600 0.7653 1.0000
Breusch-Pagan test of independence: chi2(28) = 338.778, Pr = 0.0000
. sureg (rp1 rm1)(rp2 rm2)(rp3 rm3)(rp4 rm4)(rp6 rm6)(rp7 rm7)(rp8 rm8)(rp9 rm9)if dummy==1, corr
insufficient observations
r(2001);
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