Hi, I am trying to estimate a simply model for multiple countries using seemingly unrelated regressions.

I use the command:
Code:
sureg (y_country1 x_var) (y_country2 x_var)
Where y_country1 is y where the country = 1 and . otherwise, and so on for country 2.
However, when I run the sureg, I get the r(2000) error "no observations". But the data is there when I check and I can run the regressions separately without issue. Is this because there is no crossover between countries? is this a condition?

Am I able to run my model like this, I am loosely following the method from https://onlinelibrary.wiley.com/doi/....1002/ijfe.443, who use this approach.

Many thanks