Hi Startz,
Can you provide a bit more clarification about your suggestion.
Sample 1 doesn't overlap with sample 2.
y = c(1) + c(2)*x {sample 1: large firms}
y = c(3) + c(4)*x {sample 2: small firms}
Kind regards,
Chee
Search found 2 matches
- Tue Jan 16, 2018 5:09 pm
- Forum: Estimation
- Topic: SUR with different sample
- Replies: 4
- Views: 3829
- Tue Jan 16, 2018 5:40 am
- Forum: Estimation
- Topic: SUR with different sample
- Replies: 4
- Views: 3829
SUR with different sample
Hi All, I am using Eviews10. Beginner user. Learning how to use the Seemingly Unrelated Regression (SUR). Is it possible have different sample within a system (SUR)? Example: y = c(1) + c(2)*x {sample 1} y = c(3) + c(4)*x {sample 2} The main purpose is to compare C(2) against C(4). i.e. C(2)-C(4)=0 ...