Dear. All
I am struggling how to get the coefficient from the SUR or system estimation.
I know that, In case of simple regression, If I want to get the coefficient to recycle it,
Y cosnt X1 X2
after the regression, we could get the coefficient from following command
genr aaa = $coeff(X1)
genr aaa =$coeff(const)
However, I could not find how to get the coefficients from SUR or System estimation
for example, in the following SUR estimation
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system name="Rotterdam"
equation wdq1 DivisiaQ ddp1 ddp2 ddp3
equation wdq2 DivisiaQ ddp1 ddp2 ddp3
equation wdq3 DivisiaQ ddp1 ddp2 ddp3
end system
restrict "Rotterdam"
b[1,3]-b[2,2]=0
b[1,4]-b[3,2]=0
b[2,4]-b[3,3]=0
end restrict
estimate "Rotterdam" method=sur --iterate
estimate "Rotterdam" method=3sls --iterate
===================================================
Any suggestions?
Sincerely
Sung Jin Lim