Hello, suppose I have two regression using panel data random effect and cluster the error term
Model1: reg y1 x1 x2 x3, vce (cluster id) re
Model2: reg y2 x1 x2 x3, vce (cluster id) re
To run the seemingly unrelated regression, I simply run the code:
SUREG (y1 x1 x2 x3, vce (cluster id) re) (y2 x1 x2 x3, vce (cluster id) re)
Question 1:
Am I doing properly here? Because when I ran the models separately, some coefficients are not significant. But when I put them in the SUREG, they become very significant.
I thought usually SUREG will hurt the significance level, doesn't it? Why it becomes significant in the sureg?
Question 2:
How to compare the coefficients in SUREG? Shall I do something like:
test [y1]x1 = [y1]x2
Question 3:
How to see the number of groups (id) used in SUREG model?
Thank you
Related Posts with How to run the seemingly unrelated regression? and how to compare the coefficients?
How to Solve conformability error r(503) in Stata using PMG model for long run relationshiphi. I am using panel data having 101 countries for time period of 29 years..my stata version is Stat…
Difference-in-difference testHi, I have a hand-collected dataset regarding a specific negotiation event (data listed below). Thi…
Goodness of fit test for mixed efffect logistic regression modelHae, I have developed a mixed effect logistic regression model but can not test its goodness of fit.…
Converting MDY to YHi all, I am having problems finding the right coding commands to convert a variable in my data set …
Variable Level?Hi all, I am new to Stata and very confused by one of my assignments. We are asked to give the leve…
Subscribe to:
Post Comments (Atom)
0 Response to How to run the seemingly unrelated regression? and how to compare the coefficients?
Post a Comment