I have a panel data set with id=52 and time variable year, 2000 to 2018 (988 observations). I would like to model log of number of marriages (y1), log of number of divorces (y2) and log of number of births (y3) at id level (where id are provinces). I ran a Hausman test and estimated a fe model accordingly. Same x covariates (gdp, pop, education, unemployment... ) in each model specification.
xtset id year
xtreg y1 x i.year, fe vce(robust)
xtreg y2 x i.year, fe vce(robust)
xtreg y3 x i.year, fe vce(robust)
Since I think it makes sense to suppose that the underlying processes for the three dependent variables might be similar, I would like to perform a seemingly unrelated regression.
First, I considered sureg - but not sure if it works with panel data. So, I had a look at xtsur (http://fmwww.bc.edu/RePEc/bocode/x/xtsur.html) - but it uses re estimators. I tried to run xtsur adding i.id to the list of regressor (does it make sense?), but Stata 15 failed in calculating...
So, I got back to sureg and tried this:
xtset id year
sureg (y1 x i.year i.id) (y2 x i.year i.id) (y3 x i.year i.id), corr
Is this a correct approach for estimating SUR with fixed effects panel data? Any alternative?
Thanks!
Related Posts with Seemingly unrelated regression with panel data fixed effects
Identify the age-period-cohort effectDear friends, I tried to apply the command of ''apcd''. The code is, Code: use "http://www.louisc…
cannot get accurate reault of large number calculationsHi ! I want to generate variable c by a - b, but the result is : c == a?! I don't know why and pleas…
Generating a dummy variable for an entire household based on a individual labour market characteristicHey there I am using cross-sectional for South Africa that that includes household(hhid) and indivi…
Spelling of decompositionDear Stata uers, My question is not related to statistics. My native language is not English, there…
colours for coefplot with matrixHi, I am using Stata16 and would like to produce a multicoloured coefplot from a matrix that contai…
Subscribe to:
Post Comments (Atom)
0 Response to Seemingly unrelated regression with panel data fixed effects
Post a Comment