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From the help desk: Seemingly unrelated regression with unbalanced equations

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  • Allen McDowell

    (StataCorp LP)

Abstract

This article demonstrates how to estimate the parameters of a system of seemingly unrelated regressions when the equations are unbalanced, i.e., when the equations have an unequal number of observations. With estimators that require the data to be in wide format, such as Stata's sureg, the equations must be balanced. Any additional observations that are available for some equations, but not for all, are discarded, potentially resulting in a loss of efficiency. Reshaping and scaling the data allows us to use Stata's xtgee command to fit the model and obtain estimates utilizing all the available data. The resulting estimator is potentially more efficient when the equations are unbalanced. Copyright 2004 by StataCorp LP.

Suggested Citation

  • Allen McDowell, 2004. "From the help desk: Seemingly unrelated regression with unbalanced equations," Stata Journal, StataCorp LP, vol. 4(4), pages 442-448, December.
    • Handle: RePEc:tsj:stataj:v:4:y:2004:i:4:p:442-448
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    Cited by:

    1. Qingfeng Zeng & Qian Guo & Wei Zhuang & Yu Zhang & Weiguo Fan, 2023. "Do Real-Time Reviews Matter? Examining how Bullet Screen Influences Consumers’ Purchase Intention in Live Streaming Commerce," Information Systems Frontiers, Springer, vol. 25(5), pages 2051-2067, October.
    2. Reinsberg,Bernhard Wilfried & Michaelowa,Katharina & Knack,Stephen, 2015. "Which donors, which funds ? the choice of multilateral funds by bilateral donors at the World Bank," Policy Research Working Paper Series 7441, The World Bank.
    3. Rumeng Cui & Zhong Ma & Longfeng Wang, 2022. "Allocation of Decision Rights and CSR Disclosure: Evidence from Listed Business Groups in China," Sustainability, MDPI, vol. 14(7), pages 1-20, March.
    4. Valerie Mueller & Glenn Sheriff, 2010. "On Hedonic Valuation of Urban Amenities Using Unbalanced Data," Land Economics, University of Wisconsin Press, vol. 86(3).
    5. Zaida Contreras, Tihomir Ancev, and Regina Betz, 2014. "Evaluation of Environmental Taxation on Multiple Air Pollutants in the Electricity Generation Sector - Evidence from New South Wales, Australia," Economics of Energy & Environmental Policy, International Association for Energy Economics, vol. 0(Number 2).
    6. Mulwa, Chalmers K. & Visser, Martine, 2020. "Farm diversification as an adaptation strategy to climatic shocks and implications for food security in northern Namibia," World Development, Elsevier, vol. 129(C).
    7. Michael D. Goldberg & Olesia Kozlova & Deniz Ozabaci, 2020. "Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational," Econometrics, MDPI, vol. 8(4), pages 1-26, December.
    8. Valsecchi, Michele, 2010. "Ethnic diversity, economic performance and civil wars," Working Papers in Economics 433, University of Gothenburg, Department of Economics.
    9. Andreas Werblow & Stefan Felder & Peter Zweifel, 2007. "Population ageing and health care expenditure: a school of 'red herrings'?," Health Economics, John Wiley & Sons, Ltd., vol. 16(10), pages 1109-1126.

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