Search results with tag "Three stage estimation for systems"

Title stata.com reg3 — Three-stage estimation for systems ...

4reg3— Three-stage estimation for systems of simultaneous equations sure causes reg3 to perform a SURE of the system—even if dependent variables from some equations appear as regressors in other equations; see[R] sureg. sure is a synonym for allexog.mvreg is identical to sure, except that the disturbance covariance matrix is estimated with an OLS ...

  System, Title, Equations, Stage, Three, Estimation, Simultaneous, Three stage estimation for systems, Three stage estimation for systems of simultaneous equations