Stata seemingly unrelated regression. (As a new user, I've got a lot to learn from you guys.

Stata seemingly unrelated regression I don't know what you reviewer is saying, but I can see how what they suggest needs to be done with SUR. Menu Statistics > Binary outcomes > Bayesian regression > Bivariate probit regression Statistics > Binary outcomes > Bayesian regression > Seemingly Seemingly unrelated regression models are extensions of linear regression models which allow correlated errors between equations. Estimations and inferences of singular seemingly unrelated regression models involve some complicated operations of the given matrices in the models and their generalized inverses. I think you need to use 2sls or 3sls for such situations, or perhaps some other models. 2th Seemingly Unrelated Regressions (SUR) for the truncated sample. Fit a system of nonlinear Regressions and Tests for Aggregation Bias,” J. e Title stata. kernel st: Seemingly unrelated regression or similar estimation. A. College Station, TX: Stata Press. 57: 348-368 > > HTH > Sam > > On Tue, 10 Jul 2007, Mak, Timothy wrote: > > > Hi Statalist, > > > > Forgive me for more of a statistical question than a Stata question, > > but I only recently found out about seemingly unrelated regression > > (SUR). Department of Economics and The Center for Policy Research, Syracuse University, Syracuse, NY st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors. If a variable appears on the right hand side of any equation in a set of equations, you do not have SURs; you have simultaneous equations, and they must be estimated with instrumental variables (2SLS/3SLS) techniques. Join Date: Mar 2019; Posts: 236 #1 seemingly unrelated regression 03 Sep 2019, 06:08. Notice: On April 23, 2014, Statalist moved from an email list to a forum, in unbalanced panel data set. I'm trying to implement Deaton and Muellbauer's Almost Ideal Demand System in Stata and am not sure how to program a nonlinear seemingly unrelated regression. First, not all the individuals are involved in that activity leading to the problem of sample selection. SURE Models | Seemingly Unrelated Regression (SUR) | Seemingly Unrelated Regression Equations (SURE) | Feasible Generalized Least Squares | Iterative OLS | I seemingly unrelated regression for count data with fixed effects + within group skewness/kurtosis estimates described in Cameron and Trivedi-Regression Analysis of Count Data , 2013, pp 325-327. Minh Cong Nguyen, 2008. ALKEBSEE RADWAN. Hey guys, I am thinking that I could do two steps: 1th probit for participation. If everything is okay with both regressions, I Seemingly Unrelated Regressions (SUR) is a way to model these equations simultaneously. country; reg pensions x1 x2 i. (using, The Stata command sureg runs a seemingly unrelated regression (SUR). Nomenclature Under 3SLS or 2SLS estimation, a structural equation is defined as one of the equations specified in the system. , and Moon and Perron . ) Stata also allows us to estimate seemingly unrelated regressions combining different generalized outcomes. Any Stata provided/user written programs that implement SUR using the above estimators? Last edited by Mukund Chari; 09 May 2014, 20:38 Hello, I tried to use the seemingly unrelated regression command "suest" after running two xtnbreg models (both random effects, and with approximately the same number of observations). Hence, the sum of vote shares is 1, and hence the errors are correlated and I have to use Seemingly Unrelated Regressions (SUR) References: . I don't think so. Previous linearmodels. seemingly unrelated negative binomial model, along the lines of those proposed by Winkelmann (2000). xttest2 tests the hypothesis that the residual correlation matrix, computed over observations common to all cross-sectional units, is an identity matrix of order Ng, where Ng Hi I have a model where Y= f(X, G) X = f(A,B) where Y is a continuous variable and X is a binary variable. HTH Sam On Sat, 7 Apr 2007 [email protected] wrote: > My questions is how can one test, using Stata, whether you need to use > seemingly unrelated regression (sureg) or not? I have 3 equations which > contain some identical variables. com biprobit — Bivariate probit regression SyntaxMenuDescriptionOptions Remarks and examplesStored resultsMethods and formulasReferences Also see Syntax Bivariate probit regression biprobit depvar 1 depvar 2 indepvars if in weight, options Seemingly unrelated bivariate probit regression biprobit equation 1 equation 2 if in weight Journal of the American Statistical Association. gmm. EGW >On 7/10/07, Mak, Timothy <[email protected]> wrote: >>Hi Statalist, >> >>Forgive me for more of a statistical question than a Stata question, but >>I only recently found out about seemingly unrelated regression (SUR). Posts; Latest Activity new posts. I was wondering if there is an easy to estimate this model in STATA, similar to the biprobit command. From: Eric Lewis <[email protected]> Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors. Vol. (or equivalently Eq. 6 An Application: Bivariate Dispersion-Flexible Count-Valued SUR (cont’d) -- Seemingly Unrelated Regressions (SUR) SUR: Formulation • Q: What kind of theoretical structure produces a SUR DGP? A: We need a model where there is a specific, heteroscedastic i factor and a common factor to all individuals. Any suggestions would be appreciated. ) 차근차근히 돌리면서 이야기 해볼께요^^ 지극히 저의 경우는요 The seemingly unrelated estimation test (suest in Stata) was then used to compare regression results for men and women and test for gender differences in the coefficients between models using Wald Seemingly unrelated regressions A seemingly unrelated regression (SUR) system comprises several individual relationships that are linked by the fact that their disturbances are correlated. 231–248. This video helps to apply Seemingly Unrelated Regression (SUR) in Panel Data. Test for heteroscedasticity and autocorrelation after SUREG command (seemingly unrelated regression) 12 Nov 2021, 20:53. com example 12 — Seemingly unrelated regression DescriptionRemarks and examplesAlso see Description sem can be used to estimate seemingly unrelated regression. From: Thomas Jacobs <[email protected]> Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors. The general form of the sureg command will look something like this: sureg So these models (that you've written) are more than just seemingly unrelated. ) ( i2 f2 c2) ( i3 f3 c3) ( i4 f4 c4) ( i5 f5 c5) . Title stata. Seemingly Unrelated Cointegration Regressions. (As a new user, I've got a lot to learn from you guys. #econometrics #regression #statistics #timeseries Seemingly unrelated regression involves estimation of more than one linear regression models. When the non-constant regressors in X t are integrated non-stationary variables but the errors in U t are stationary, we call model Eq. Mary Martchouk’s Dissertation: • Using Bluetooth detection, collect real-time travel time The paper develops an econometrics framework and describes its associated Stata command, xtsur, for the estimation of a system of seemingly unrelated regression equations with unbalanced panel data and random effects. Seemingly unrelated pseudo poisson regression 22 Jun 2022, 05:32. So, take a look a -help suest-. HTH Sam On Wed, 11 Jul 2007, Mak, Timothy wrote: > Thanks Sam. Posts; Latest Activity; Search. Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors. I >>dug up the Zellner (1962) paper, and it says that: >> >> Under conditions generally encountered in practice, it is I have been trying to implement a seemingly unrelated estimation in Stata (version 12), using a panel data set. harvard. It causes no correlations over time. At the bottom of the list of coefficients is a >statistic that can be used to evaluate whether there is sufficient gain to >using sureg over (three) separate regressions are > >Sorry I cannot be more precise; I am traveling and do not have my manuals >handy. 0000 i2 20 SUR: Seemingly Unrelated Regression 왜 이걸 두개를 싸잡아서 이렇게 포스팅을 하는 이유는요? SUR을 돌릴때 GLS 의 오차의 공분산 행령을 사용해서예요(뭐래. . 8 For more information In this chapter we will go into various commands that go beyond OLS. -xtsur- fits a many-equation seemingly-unrelated regression (SUR) model of the y1 variable on the x1 variables and the y2 variable on the x1 or x2 variables and etc, using random effect Example12—Seeminglyunrelatedregression Description Remarksandexamples Alsosee Description semcanbeusedtoestimateseeminglyunrelatedregression. >Yelitza Breen * * For searches and help try: I would like to run a bivariate probit (biprobit) in seemingly unrelated regression form, with no constant (so that I can use effects coding). Unfortunately, the SUREG command in Stata does not seem to allow pweights or clustered standard errors, which is a problem since I'm working with survey data. The paper considers the estimation of seemingly unrelated regression equations with unequal numbers of observations. com sureg — Zellner’s seemingly unrelated regression DescriptionQuick startMenuSyntax OptionsRemarks and examplesStored resultsMethods and formulas ReferencesAlso see Description sureg fits seemingly unrelated regression models (Zellner1962;Zellner and Huang1962;Zell-ner1963). Re: st: seemingly unrelated regression. Bartus <[email protected]> To: [email protected] Sent: Sunday, June 3, 2012 6:46 AM Subject: Re: st: Survival Analysis and Seemingly Unrelated Regression Dear Ayman, I just had a talk at the 10th german stata user group meeting related to your question. Senior Research Associate Center 「似不相关回归」简称为 SUR (Seemingly Unrelated Regressions)，顾名思义，就是对两个或多个表面上看起来没有关系的方程进行联合估计。 比如，我们要研究同一家公司中 100 名员工的个人消费行为是否满足 凯恩斯 的消费理论 (即「月光族」理论——当期消费仅决定于 Title stata. My question is 1) Is XTSUR the best option. equation, fixed-effect, panel-data equations in Stata. 1 Seemingly Unrelated Regression 4. 4. Thank you very much for your consideration Markus Prev by Date: Re: st: Analyzing a subpopulation in Stata 10. The general form of the sureg command will look something like this: sureg In econometrics, the seemingly unrelated regressions (SUR) [1]: 306 [2]: 279 [3]: 332 or seemingly unrelated regression equations (SURE) [4] [5]: 2 model, proposed by Arnold Zellner I can’t seem to overcome the below issues with each of STATA’s SUR commands. For example, demand functions can be estimated for different households (or household types) for a given commodity. com/site/econometricsacademy/econometrics-models/seemingly-unrelated-regressions You need to stack the models, i. Thus, I need to be able to compare responses across the "fruit variables. They're completely unrelated. I understand that XTSUR can be an option. KernelWeightMatrix. From: [email protected] (Jeff Pitblado, StataCorp LP) Prev by Date: st: preserving missing values when using total; Next by Date: st: preserving missing values when using total; Previous by thread: Re: st: what's wrong witt bootstrap in seemingly unrelated regression From Eric Lewis < [email protected] > To [email protected] Subject Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors st: Seemingly unrelated nonlinear regression. Multivariate regression is related to Zellner’s seemingly unrelated regression (see[R] sureg), but because the same set of independent variables is SUR (Seemingly Unrelated Regressions) models are well-suited for cross-section, whenever we have two or more equations (for the same cross-section units) whose errors are believed to be correlated. Author information. 4suest— Seemingly unrelated estimation Remarks on regress regress (see[R] regress) does not include its ancillary parameter, the residual variance, in its coefficient vector and (co)variance matrix. 17 Seemingly unrelated regression. (1) SUREG: only permits estimation of balanced equations Is there a way to estimate seemingly unrelated negative binomial or seemingly unrelated poisson regression equations in STATA?-suest- will allow you to do a seemingly unrelated regression on any estimation command that allows you to use -predict- to predict scores (first derivative of the likelihood function). Thus, i wish to use seemingly-unrelated regression. I am not sure which is better for my regression and how to use them. Multinomial regression models are not necessarily appropriate for analyzing multiple binary variables. Michael Kunz, M. They are separately like this reg y1 x reg y2 x Since there are two dependent variables and same independent variables, does this mean running them separately is equivalent to running SUREG with them combined? Title stata. I dug up the Zellner (1962) paper, and it says that: Under conditions generally encountered in practice, it is found that the regression coefficient estimators so obtained are at least Seemingly Unrelated Regressions (SUR) is a way to model these equations simultaneously. We will illustrate sureg using the file hsb2. Prev by Date: Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors; Next by Date: st: Enquiry From PhD Student; Previous by thread: Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors; Next by thread: Re: st: 64-bit Stata for Mac now available; Index Thanks Maarten. sureg `rhs' Seemingly unrelated regression ----- Equation Obs Parms RMSE "R-sq" chi2 P ----- i1 20 2 84. I have 4 separate xtcloglog regressions and would like to estimate them seemingly unrelated to allow for correlation in the errors. After estimating each equation (see sample code below), I tried to include the "score" option, which was not allowed by STATA ("option score() not allowed"). Both groups, one analysis -nlsur 16 Zellner, A. 2) Is there a version of XTSUR that An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias. Reprinted in Stata Technical Bulletin Reprints. From: Austin Nichols <[email protected]> Prev by Date: Re: st: Multivariate Multiple Logistic Regression I have a model where Y1= f(X) Y2= f(X) where Yi is a left censored variables and X is the independent variables I would like to estimate this model by using a seemingly unrelated regressions model in which the dependent variables might be censored. 6 An Application: Bivariate Dispersion-Flexible Count-Valued SUR (cont’d) -- For more information on Statalist, see the FAQ. Collapse. I have used the following commands to estimate the regressions separately and to store the results: 3- I know that xtabond2 is used in dynamic panel data models. The seemingly unrelated regressions (SUR) model, proposed by Zellner, can be viewed as a special case of the generalized regression model E(y)=Xβ,V(y)=σ 2 Ω; however, it does not share all of the features or problems of other leading special cases (e. Login or Register by clicking 'Login or Register' at the top-right of this page. I dug up the Zellner (1962) paper, and it says that: Under conditions generally encountered in practice, it is found that the regression coefficient estimators so obtained are at least Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors. country; Verify if both regressions are "ok" = verify errors, variables' significance , etc. les may be correlated. Here I treat the outcome as ordinal, and then combine the models using seemingly unrelated regression. Next by Date: Re: st: Stata 11. "XTSUR: Stata module to estimate seemingly unrelated regression model on unbalanced panel data," Statistical Software Components S456953, Boston College Department of Economics, revised 01 Oct 2010. Seemingly unrelated regression (SUR), also called joint generalized least squares (JGLS) or Zellner estimation, is a generalization of OLS for multi-equation systems. Stata Technical Bulletin 52: 34–47. Journal of the American Statistical Association 57: 348–368. An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias. 57: 348-368 HTH Sam On Tue, 10 Jul 2007, Mak, Timothy wrote: > Hi Statalist, > > Forgive me for more of a statistical question than a Stata question, but > I only recently found out about seemingly unrelated regression (SUR). dta which contains 200 observations from the High School and Beyond study. Hello Statalist, We will obtain all of the necessary coefficients using the sureg (seemingly unrelated regression) command as suggested by Maarten Buis on the Statalist. I dug up the Zellner (1962) paper, and it says that: > > Under conditions generally encountered in practice, it is > found that To get more efficient estimates of the coefficients, you would need to use Zellner's SUR ("seemingly-unrelated regressions") estimator, available in Stata as -sureg-. -suest- will allow you to do a seemingly unrelated regression on any estimation command that allows you to use -predict- to predict scores (first derivative of the likelihood function). Michael Hansen. We will use auto. year i. 1 Next by Date: st: AW: disagreement between xtreg and xtmixed outputs Previous by thread: st: RE: seemingly unrelated regression Seemingly unrelated regression is a system regression estimator which jointly estimates multiple models. , estimate the models separately for each group. Formally, For more information on Statalist, see the FAQ. From "Martin Weiss" <martin. In this approach, the cross-correlation between equations will be accounted in the estimation of regression coefficients. > >Thanks. 2 Multivariate Regression 4. Prev by Date: Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors; Next by Date: st: Enquiry From PhD Student; Previous by thread: Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors; Next by thread: Re: st: 64-bit Stata for Mac now available; Index I had a look at Gary King's, A Seemingly Unrelated Poisson Regression Model, in Sociological Methods and Research 17/3, 1989, 235-255, but found no implementations, etc. Authors and Affiliations. Hi Statalist, Forgive me for more of a statistical question than a Stata question, but I only recently found out about seemingly unrelated regression (SUR). Do I need to download them first? Remarks and examples stata. 2biprobit—Bivariateprobitregression Syntax Bivariateprobitregression biprobitdepvar1depvar2[indepvars][if][in][weight][,options Exact code depends on which marginal effects you mean exactly. I am now trying to reduce the number of control variables. Hey guys, 1th probit for participation. The acronyms SURE and SUR are often Hi, I am looking for a Stata routine that will estimate a linear system of equations using seemingly unrelated regression in which one of more of the parameters is random (and correlated with the dependent variable). 9, pp. I am trying to perform a Seemingly Unrelated Regression (SUR) on Stata, with 4 dependent variables (that define the behaviour of a company) and 5 independent variables plus several control variables. de> To <statalist@hsphsun2. >How can I run a SUR-tobit in Stata? >I need to run a system of 4 tobit regression equations. Abstract: xtsur fits a many-equation seemingly-unrelated regression (SUR) model of the y1 variable on the x1 variables and the y2 variable on the x1 or x2 variables and etc, Thanks Tamas That would be great if you can send me the slides. Is there a code/command in Stata that can deal with my case? Otherwise, you should be able to piece together the necessary Stan code from: User’s guide on linear regression, User’s guide on multivariate outcomes (explicitly mentions seemingly-unrelated regression) and User’s guid on censored data. Multivariate censored regression? 10 Aug 2015, 14:48. Statistical Software Components from Boston College Department of Economics. Hi, I am trying to estimate two models. , 57, 348-368 Zellner’s (1962) idea is to combine these seemingly unrelated regressions in one stacked model, i. I am not completely sure how you would handle both correlations in noise and censoring, but I hope These correlations are those exploited by Zellner’s seemingly unrelated regression (SUR) estimator, and this test is provided by Stata’s sureg, corr in that context. Can I test across equations-restrictions after Stata command -xtabond2 ? Does it estimate the system as seemingly unrelated regressions ? Do Stata commands sureg and xtsur account for dynamic panel data bias resulting from the inclusion of the lagged depended variables in the RHS ? I am a student from Brawijaya University Malang-Indonesia I want to ask more about Seemingly Unrelated regression (SUR) : 1. but my constraint for _cons=0 for each equation seems to be ignored by Stata. [Stata] and [Henningsen]. Article Google Scholar Download references. seemingly unrelated regression 03 Sep 2019, 06:08. Minh Nguyen. This common factor causes contemporaneous correlation only. From: Thomas Jacobs <[email protected]> Prev by Date: Re: st: 64-bit Stata for Mac now available Next by Date: Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors Previous by thread: Re: st: Seemingly unrelated To do a sureg in Stata I was thinking of. The Stata command to do seemingly unrelated regression is sureg. dta, which surely needs no introduction:. Stat. Chapter 6 of Cameron and Trivedi (2022) contains a discussion of the seemingly unrelated regression model and the feasible generalized least-squares e. -predict- can get Dear All, I want to apply seemingly unrelated regression method to two regressions, one being OLS and another one being logistic regression. Login or Register. 5. Please advise. From: Austin Nichols <[email protected]> Prev by Date: Re: st: Multivariate Multiple Logistic Regression Dear Stata listers, I am estimating a system of equations using the sureg command but I happen to have an endogenous variable among the regressors in all the equations in the system. Nick [email protected] [email protected] I am doing the seemingly unrelated regression with STATA, however, the result does not display the log-likelihood. I plan on sending the below to the editor. This is helpf On Fri, 30 Jan 2004, Peterson, Everett wrote: > I'm trying to implement Deaton and Muellbauer's Almost Ideal Demand > System in Stata and am not sure how to program a nonlinear seemingly > unrelated regression. You can browse but not post. As far as I can tell there seems to be no commands to do. Assoc. From: Eric Lewis <[email protected]> Prev by Date: Re: st: Re: xtmelogit post-estimation Forums for Discussing Stata; General; You are not logged in. You will increase your chances of useful answer by following the FAQ on asking questions-provide Stata code in code delimiters, readable Stata However, I do not think it is appropriate. From Eric Lewis < [email protected] > To [email protected] Subject st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors Hi Statalist, Forgive me for more of a statistical question than a Stata question, but I only recently found out about seemingly unrelated regression (SUR). In this study, we characterize the . My reading of the documentation is that biprobit can be used as an instrumental variable approach when both the outcome and endogenous regressor 57: 348-368 HTH Sam On Tue, 10 Jul 2007, Mak, Timothy wrote: > Hi Statalist, > > Forgive me for more of a statistical question than a Stata question, > but I only recently found out about seemingly unrelated regression > (SUR). weiss1@gmx. Nonlinear least-squares regression. 1 ODBC driver for Mac OS The Seemingly Unrelated Regressions (S UR) model explains the variation of not just one dependent variable, as in th e univariate multiple regression model, but the Bayesian seemingly unrelated bivariate probit regression using default priors bayes: biprobit (y1 = x1 x2 x3) (y2 = x1 x2) Also see Quick start in[BAYES] bayes and Quick start in[R] biprobit. I searched two commands "reglike" and "fitstat" for displaying the log-likelihood. I want to test whether I need to use sureg or not. 23 Seemingly unrelated regression –rarely Seemingly Unrelated Regressions (SUR) in Statahttps://sites. The Stata regress command includes a robust option for estimating the standard errors using the Huber-White sandwich estimators. com nlsur Zellner’s seemingly unrelated regression model (Zellner1962;Zellner and Huang1962;Zellner1963) and is therefore commonly called nonlinear SUR or nonlinear SURE. By specifying the system of equations as seemingly unrelated regressions, Stata panel-data procedures worked seamlessly for estimation and testing of individual variable coefficients, but ad-ditional routines using test were needed for testing of individual equations and Hello statalist, Is there a way to implement the Seemingly Unrelated Regression unit root tests in stata panel data such as Seemingly Unrelated Regressions Augmented Dickey-Fuller (SURADF) or SURKSS tests? I tried searching with some keywords to find if there are user written programs. reg healthy x1 x2 i. The model is also discussed in textbooks such as Davidson and MacKinnon (1993,2004) andGreene(2012, 305–306). system. Announcement. I have used the following commands to estimate the regressions separately and to store the results: dynamic seemingly unrelated regression 18 Mar 2015, 10:54 Hello, Can someone please let me know if there is a do-file for running dynamic seemingly unrelated regression using Stata? reg3 can also estimate systems of equations by seemingly unrelated regression estimation (SURE), multivariate regression (MVREG), and equation-by-equation ordinary least squares (OLS) or two-stage least squares (2SLS). The paper applies xtsur to estimate Vietnam’s household demand system, expenditure and own-price elasticities for seven different food Re: st: what's wrong witt bootstrap in seemingly unrelated regression. , models of heteroskedasticity or serial correlation). S. google. Fit an arbitrary nonlinear function ; Enter the function directly or write a program; Built-in exponential, logistic, and Gompertz functions; Robust, cluster–robust, bootstrap, jackknife, and HAC standard errors; Bayesian estimation ; Nonlinear seemingly unrelated regression . My data is currently in long form. sg121: Seemingly unrelated estimation and the cluster-adjusted sandwich estimator. From: John Antonakis <[email protected]> Prev by Date: AW: st: Using mixlogit as a substitute of xtlogit. But the calculation of the margins is not Forums for Discussing Stata; General; You are not logged in. 9207 261. Ayman _____ From: Dr. Second, and somewhat more constructively, since you are in fixed-effects-land, you can demean your variables by hand to wipe out the fixed effects (the "within" transformation suest—Seeminglyunrelatedestimation Description Quickstart Menu Syntax Options Remarksandexamples Storedresults Methodsandformulas Acknowledgment References Alsosee Description Forums for Discussing Stata; General; You are not logged in. Filter. Stata: Data Analysis and Statistical Software . Now I have two questions: > > 1. The "nocons" option is only available for the regular biprobit, not the SUR form. As an example, suppose we estimate this model: Heterogenous Slopes in STATA: Mean Groups 2 Pesaran and Smith 1995: No cross-sectional dependency, but common linear trend Seemingly Unrelated Regressions (SUR) - GECO 6281 Advanced Econometrics 1 (Lab) Author: Patrick Mokre Created Date: 11/25/2019 2:32:34 PM dynamic seemingly unrelated regression 18 Mar 2015, 10:54 Hello, Can someone please let me know if there is a do-file for running dynamic seemingly unrelated regression using Stata? 57: 348-368 > > HTH > Sam > > On Tue, 10 Jul 2007, Mak, Timothy wrote: > > > Hi Statalist, > > > > Forgive me for more of a statistical question than a Stata question, > > but I only recently found out about seemingly unrelated regression > > (SUR). > > If you don't mind, one more question: When using SUR, can we have > variables being both independent and dependent, ie dependent in one > equation and independent in another? My questions is how can one test, using Stata, whether you need to use seemingly unrelated regression (sureg) or not? I have 3 equations which contain some identical variables. Indeed, the regressors are the same for each dependent variable. Wewilluseauto. >Hello. An efficient method of estimating seemingly American Statistician Journal, 1962 . • In 3SLS, it is estimated using the initial 2SLS parameter estimates. From "James Unnever" < [email protected] > To < [email protected] > Subject st: seemingly unrelated regression: Date Mon, 29 Jun 2009 09:35:19 -0400 Thus, I need to be able to compare responses across the "fruit variables. sysuse auto (1978 Automobile Data) See Structural models 10: Seemingly unrelated regression (SUR) in[SEM] intro 5. Such robust standard However, i would like to use a SUR (seemingly unrelated regression ) setting as i suspect they errors are correlated. X. 94729 0. From: Austin Nichols <[email protected]> References: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors. -predict- can get scores after both -nbreg- and -poisson-, so seemingly unrelated negative binomial or seemingly unrelated poisson regression are possible, see: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors. g. I am trying to estimate vote shares of different parties. dta Forums for Discussing Stata; General; You are not logged in. Journal of the American Statistical Association, 57(298), 348–368. From: "Martin Weiss" <[email protected]> Prev by Date: Re: st: 64 bit MySQL 5. I have been trying to implement a seemingly unrelated estimation in Stata (version 12), using a panel data set. In such a model, it is often unrealistic to expect that the equation errors would be uncorrelated. You will increase your chances of useful answer by following the FAQ on asking questions-provide Stata code in code delimiters, readable Stata No. What is the asumption of SUR estimation? 2. 7 Self assessment 4. > >HTH >Sam > >On Sat, 7 Apr 2007 [email protected] wrote: > >> My questions is how can A single model may contain a number of linear equations. From: Ed Levitas <[email protected]> Prev by Date: st: Re: boxplot outlier labeling; Next by Date: st: RE: levels for varlist? (sequel) Previous by thread: st: Seemingly unrelated regression or similar estimation; Next by thread: st: levels for varlist? Index(es): Date; Thread -mvtobit- from SSC estimates M-equation tobit models either a multivariate or a seemingly unrelated tobit, by the method of maximum simulated likelihood (MSL) Nicola P. Page of 1. From: Austin Nichols <[email protected]> Prev by Date: Re: st: Multivariate Multiple Logistic Regression --- Rachel Whaley <[email protected]> wrote: > Is there a way to estimate seemingly unrelated negative binomial or > seemingly unrelated poisson regression equations in STATA? -suest- will allow you to do a seemingly unrelated regression on any estimation command that allows you to use -predict- to predict scores (first derivative of the likelihood function). XTSUR: Stata module to estimate seemingly unrelated regression model on unbalanced panel data. You can calculate partial effects with lincom, which will most likely by faster than margins. " Seemingly unrelated regression (SUR) seems a viable option to perform this analysis. Handle: RePEc:boc:bocode:s456953 Note: This module should be installed from within Stata by typing "ssc install xtsur". So, I have 3 parties, each having its own column in the data set. SUR has been used in many different areas such as econometrics, environmetrics, and social science. 6 Summary 4. Seemingly unrelated regression should be used when researchers run multiple models on the same set of observations thus generating the possibility that the residual errors from each equation may be correlated. This allows joint hypothesis testing of parameters across models since the parameter covariance is robust to correlation of residuals across models. What you are describing is a variation of SUR, three-stage least squares, available with the -reg3- command. However, i am facing two issues here. ) Thanks, Derek * * For searches and xtsur fits a many-equation seemingly-unrelated regression (SUR) model of the y1 variable on the x1 variables and the y2 variable on the x1 or x2 variables and etc, using random effect An efficient method of estimating seemingly unrelated regression and tests for aggregation bias. When we fit models with the same set of right-hand-side variables, the seemingly unrelated regression results (in terms of coefficients and standard errors) are the same as fitting the Different estimators are allowed, for example, a regress model and a probit model; the only requirement is that predict produce equation-level scores with the score option after an Fitting a system of equations via seemingly unrelated regression (SUR) with Stata’s sureg or reg3 commands will result in a loss of information if the number of observations is not the same for To do a sureg in Stata I was thinking of. From: "Chiara Seghieri" <[email protected]> Prev by Date: st: Censored Tobit GARCH programming; Next by Date: RE: st: Programming question; Previous by thread: st: Seemingly unrelated nonlinear regression; Next by thread: st: Censored Tobit GARCH programming; Index(es): Date; Thread Your example program gave me some idea how I could proceed with what I intended to do with Stata. Hello every one I have a problem with SUER model i ran these commands. > >HTH >Sam > >On Sat, 7 Apr 2007 [email protected] wrote: > >> My questions is how can Hello Statalist, I am trying to do a seemngly unrelated pseudo poisson regression with fixed effects. ) a seemingly unrelated cointegration regression model; see Park and Ogaki , Moon , Mark et al. y1 = a + endogenous_X + b1x1 + b2X2 y2 = endogenous_X + b3Z1 y3 = endogenous_X + b4Z2 I was thinking of using the "cmp" command to address the endogeneity of the My questions is how can one test, using Stata, whether you need to use seemingly unrelated regression (sureg) or not? I have 3 equations which contain some identical variables. 3219 0. 1 available; Previous by thread: st: Vuong test for non-nested models; Next by thread: Re: st: seemingly unrelated regression; Index(es): Date; Thread Nineng, From: "Nineng Titah Batari" <[email protected]> To: [email protected] Date sent: Fri, 28 May 2004 10:47:48 +0800 Subject: st: seemingly unrelated regression Send reply to: [email protected] > Good morning > I am a student from Brawijaya University Malang-Indonesia > I want to ask more about Seemingly Unrelated regression (SUR In other words, to what extent is the -suest- command really a Seemingly Unrelated ESTtimation? The latter question is triggered by my observation that the SEs of the coefficients of the separately estimated logistic regressions are identical to the ones that are printed after combining the estimations of the separate models using -suest-. I > dug up the Zellner (1962) paper, and it says that: > > Under Because my outcome (provider type: public/private) and potentially endogenous variable (insured: yes/no) are binary, I used the seemingly unrelated bivariate probit model (biprobit command in Stata). Join Date: Aug 2015; Posts: 1 #1 Multivariate censored regression? 10 Aug 2015, 14:48. The module is made Non-linear regression –Stata 15. I don't think the "sureg" can do this as "sureg" is designed for two OLS regressions. On 7/10/07, Mak, Timothy <[email protected]> wrote: > Hi Statalist, > > Forgive me for more of a statistical question than a Stata question, > but I only recently found out about seemingly unrelated regression > (SUR). Could someone please tell me whether it is correct? Seemingly unrelated regression should be used when researchers run multiple models on the same set of observations thus generating the possibility that the residual errors from each equation may be correlated. That is a regression in which two (or more) unrelated outcome variables are predicted by sets of predictor variables. The efficient coefficient estimates, based on known disturbance covariance Jingjing Li <[email protected]> is using -bootstrap- with -sureg, isure- but is getting the 'last estimates not found' error: > I am doing seemingly unrelated regression, using "sureg()()(), > const()isure". edu> Subject Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors: Date Thu, 5 Mar 2009 20:31:35 +0100 Jingjing Li <[email protected]> is using -bootstrap- with -sureg, isure- but is getting the 'last estimates not found' error: > I am doing seemingly unrelated regression, using "sureg()()(), > const()isure". However, I find that using suest command with clustering generates almost the same standard errors comparing estimating each individual regression with clustering option. No announcement yet. st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors. country; Verify if both regressions are "ok" = verify errors, variables' We will obtain all of the necessary coefficients using the sureg (seemingly unrelated regression) command as suggested by Maarten Buis on the Statalist. e. Hello every one I have a problem with SUER model • In seemingly unrelated regression estimation, Ω is estimated from initial ordinary least squares estimates of individual equations. Am. Moreover, while the score option is allowed with predict after regress, a score variable is generated for the mean but not for the variance (Stata makes this the easiest of the three programs IMO. Like OLS, the SUR method assumes that all the regressors are independent variables, but SUR uses the correlations among the errors in different equations to improve the regression From Ed Levitas < [email protected] > To [email protected] Subject st: Seemingly unrelated regression or similar estimation: Date Tue, 23 Sep 2003 09:25:29 -0500 Re: st: Seemingly unrelated regression (SUR) test joint significance with clustered standard errors. Such models have found many applications. On a related topic, can the ml command in stata accomodate multi-equation models? Mike--===== F. com Multivariate regression differs from multiple regression in that several dependent variables are jointly regressed on the same independent variables. Since the number of my observations is very small, I am > tring to do it again with bootsrap method. 2th Seemingly Unrelated Regressions (SUR) for the However, I do not think it is appropriate. mwqsve hocaj mrel ptq wvjwpi ycqu mjkmiz zcodpt fnwioki urroq