看手册或者帮助 sureg命令


Examples

    Setup
        . sysuse auto

    Fit seemingly unrelated regression model
        . sureg (price foreign weight length) (mpg foreign weight) (displ foreign weight)

    Using a shorthand syntax
        . sureg (price foreign weight length) (mpg displ = foreign weight)

    Using global macros
        . global price (price foreign weight length)
        . global mpg (mpg foreign weight)
        . global displ (displ foreign weight)
        . sureg $price $mpg $displ

    With constraints
        . constraint 1 [price]foreign = [mpg]foreign
        . constraint 2 [price]foreign = [displacement]foreign
        . sureg (price foreign length) (mpg displacement = foreign weight), const(1 2)

xtsur， 当然，有些功能还不能与sureg相比。

Examples

SUR model with 3 equations
. use example.dta, clear
. xtsur (y1 x1 x2 x3 x4) (y2 x4 x6 x7) (y3        x7 x9)
. xtsur (y1 y2 y3 = x1 x2 x3 x4 x6 x7 x9),        onestep
. xtsur (y1 y2 = x1 x2 x3 x4 x6) (y3 x6 x7        x9)

SUR model with 2 global equation names
. global eqn1 (y1 x1 x2 x3)
. global eqn2 (y2 x4 x6 x7)
. xtsur $eqn1 $eqn2

. xtsur (equname1: y1 x2 x3 x4) (equname2:        y2 x3 x4)

. global eqn1 (equname1: y1 x2 x3 x4)
. global eqn2 (equname2: y2 x3 x4)
. xtsur $eqn1 $eqn2

问题已解决，O(∩_∩)O谢谢

楼主你好，请问你用的什么命令sureg、nlsur、xtsur,如果我要做面板数据的非线性SUR模型应该用什么命令？还有一个问题就是面板数据的sur估计是不同截面之间的联合估计还是不同方程之间的联合估计？非常困惑！