IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s456953.html
 

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

Author

Listed:
  • Minh Cong Nguyen

    () (American University)

Abstract

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 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtsur.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtsur.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtsur_example.dta
    File Function: sample data file
    Download Restriction: no

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s456953. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum). General contact details of provider: http://edirc.repec.org/data/debocus.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.