Examples after multiple-equation estimation commands

    Setup
        . sysuse auto
        . sureg (price foreign mpg displ) (weight foreign length)

    Test significance of foreign in the price equation
        . test [price]foreign

    Test that foreign is jointly 0 in both equations
        . test [price]foreign [weight]foreign

    Shorthand for the previous test command
        . test foreign

    Test a cross-equation constraint
        . test [price]foreign = [weight]foreign

    Alternative syntax for the previous test
        . test [price=weight]: foreign

    Test all coefficients except the intercept in an equation
        . test [price]

    Test that foreign and displ are jointly 0 in the price equation
        . test [price]: foreign displ

    Test that the coefficients on variables that are common to both equations are jointly 0
        . test [price=weight], common

    Simultaneous test of multiple constraints
        . test ([price]: foreign) ([weight]: foreign)

如果我原来的模型需要用xtgls估计的呢？

如：

回归方程1： Y=a*x1+b*x2+c*x3   需用：xtgls y x1 x2 x3,noconstant i(label) panels(correlated)

回归方程2： Y=a*x1+b*x2+d*x4   需用：xtgls y x1 x2 x4,noconstant i(label) panels(correlated)

如果用sureg，回归结果跟我原来的结果不一样，而且我两个方程用的样本不一样，有一个变量不一样，那怎么办呢？

请教大虾～