[Limdep Nlogit List] Residuals in SUR Model

William Greene wgreene at stern.nyu.edu
Wed Sep 12 09:36:40 EST 2007

Dear Dr. Chakraborty.
It will be necessary to break up the coefficient vector by using
MATRIX commands, then use CREATE commands with each group of variables.
There is no built in option for saving the residuals from a SUR model.
/Bill Greene
----- Original Message -----
From: "Kalyan Chakraborty" <kchakrab at emporia.edu>
To: limdep at limdep.itls.usyd.edu.au
Sent: Tuesday, September 11, 2007 2:39:02 PM (GMT-0500) America/Bogota
Subject: [Limdep Nlogit List] Residuals in SUR Model


I am trying to use Linear SUR model with GLS estimator. I have 5 equations and 849 observations for each equation (283 firms for 3 years). I am following Limdep command listed on page R16-62. My question is how do I save the the residuals from each equation for each observation? 

Any help is appreciated.
Thank you.


Kalyan (Kal) Chakraborty, Ph.D
Associate Professor (Economics)
Department of AIS
School of Business
Emporia State University
1200 Commercial Street, Box 4057
Emporia, KS 66801
(Tel) 620-341-5913
(Fax) 620-341-6346
e-mail: khakrab at emporia.edu
Limdep site list
Limdep at limdep.itls.usyd.edu.au

Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY   10012

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