Dear Statlist
I want to run seemingly unrelated regressions with industry and year fixed effect in a panel data set. In many papers in my area, scholars have used to run sur to test restrictions across equations.
I have posted something similar before, but it seems that I was not clear in formulating my question. Therefore, I try to make it more clear here.
Is this the correct command to do a sur with year and industry fixed effects ?
sureg ( y x1 x2 x3 i.industry i.yr) ( x1 y x3 x4 i.industry i.yr)
Thanks
Ahmed
I want to run seemingly unrelated regressions with industry and year fixed effect in a panel data set. In many papers in my area, scholars have used to run sur to test restrictions across equations.
I have posted something similar before, but it seems that I was not clear in formulating my question. Therefore, I try to make it more clear here.
Is this the correct command to do a sur with year and industry fixed effects ?
sureg ( y x1 x2 x3 i.industry i.yr) ( x1 y x3 x4 i.industry i.yr)
Thanks
Ahmed
