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XTSUR: Stata module to estimate seemingly unrelated regression model on unbalanced panel data


  • Minh Cong Nguyen

    () (American University)


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 estimators in the context of unbalanced panel data. The approach for this command is based on constructing a stepwise algorithm using Generalized Least Squares (GLS) and the Maximum Likelihood (ML) procedures. The method is originally developed by Erik Biorn (Journal of Econometrics, 2004).

Suggested Citation

  • Minh Cong Nguyen, 2008. "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.
  • Handle: RePEc:boc:bocode:s456953
    Note: This module should be installed from within Stata by typing "ssc install xtsur". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.

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