[Limdep Nlogit List] Residuals in SUR Model

Kalyan Chakraborty kchakrab at emporia.edu
Wed Sep 12 10:49:30 EST 2007


Prof. Greene,

Thank you so much for the information. I would really appreciate if someone can guide me to set up the matrix command for this purpose or refer me to the page/section in limdep manual. 

I have a balanced data for 3 years, 283 firms: dep-vars y1,y2...y5 and ind-vars x1,x2,x3,Z. While x1,x2,x3 varies across year/firm but remains same for all equations. However, Z varies across year/firm/equation. 

Thank you for any help.
Kal  





Kalyan (Kal) Chakraborty, Ph.D
Associate Professor (Economics)
http://www.emporia.edu/~chakrabk/
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
>>> William Greene <wgreene at stern.nyu.edu> 09/11/07 6:36 PM >>>
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.
Sincerely,
/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

Hi,

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.

Kal 

Kalyan (Kal) Chakraborty, Ph.D
Associate Professor (Economics)
http://www.emporia.edu/~chakrabk/
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
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-- 
Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY   10012
http://www.stern.nyu.edu/~wgreene
212.998.0876

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