I was wondering if anyone would be to please offer me some advice concerning STATA?
I am running an SUR regression of the form:
y1 = x1 + x2
y2 = x1 + x2
and use the tesltn command to test: _[y1]x1 / _[y1]x2 = _[y2]x1 / _[y2]x2
I have tried defining this as a constraint and running sureg with it, however, STATA does not permit me to do so, because the constraint is non-linear (?).
I have spent hours on the internet trying to found out what I can do about this,but it seems like although people have had this problem, no one has posted a solution. I have also triednlsur and nlcom commands, however, have been unable to achieve the SUR regression with the constraint.
Do you have any advice on overcoming this problem?
Thank you for your time,
Jaspal Buttar
I am running an SUR regression of the form:
y1 = x1 + x2
y2 = x1 + x2
and use the tesltn command to test: _[y1]x1 / _[y1]x2 = _[y2]x1 / _[y2]x2
I have tried defining this as a constraint and running sureg with it, however, STATA does not permit me to do so, because the constraint is non-linear (?).
I have spent hours on the internet trying to found out what I can do about this,but it seems like although people have had this problem, no one has posted a solution. I have also triednlsur and nlcom commands, however, have been unable to achieve the SUR regression with the constraint.
Do you have any advice on overcoming this problem?
Thank you for your time,
Jaspal Buttar