What is Sureg Stata?

The Stata command sureg runs a seemingly unrelated regression (SUR). That is a regression in which two (or more) unrelated outcome variables are predicted by sets of predictor variables. These predictor variables may or may not be the same for the two outcomes.

What does seemingly unrelated mean?

adj. 1 prenominal apparent but not actual or genuine.

How do you use seemingly unrelated regression in R?

At first look, the equations seem unrelated, but the equations are related through the correlation in the errors. The systemfit R package allows a user to specify multiple equations and fit them in an SUR. After doing so, one can perform tests on coefficients across the equations.

How to run a seemingly unrelated regression in Stata?

The Stata command sureg runs a seemingly unrelated regression (SUR). That is a regression in which two (or more) unrelated outcome variables are predicted by sets of predictor variables.

What is seemingly unrelated regression and how can I…?

We will illustrate sureg using the file hsb2.dta which contains 200 observations from the High School and Beyond study. hsb2.dta can be accessed directly over the Internet from the ATS website with the use command below. We will use two equations, one for read and one for math and run the sureg command.

How to do OLS regression with Stata Chapter 4?

4.1.2 Using the Cluster Option As described in Chapter 2, OLS regression assumes that the residuals are independent. The elemapi2 dataset contains data on 400 schools that come from 37 school districts.

When are regression results the same as nested models?

Example 1 When we fit models with the same set of right-hand-side variables, the seemingly unrelated regression results (in terms of coefficients and standard errors) are the same as fitting the models separately (using, say, regress). The same is true when the models are nested.