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As I understand this: Pool uses a weight matrix to calculate parameter estimates (if the equation weight option is selected) and/or to calculate standard errors (if the coefficient covariance method is specified). WLS and SUR use a weight matrix to calculate both parameter estimates and their standa...

Running EV_8. The estimate -->specification window for the POOL procedure has a check-box for unbalanced SUR approximation. I cannot find any mention in help or the documentation files. Pls refer me to technical details and references.
Thanks,
--Larry

I've attached the first 4 panels of the unstacked data. There is one column for each cross-section.

Setting the sample in the unstacked page results in either NO selection, or in too few observations to work with. In the unstacked data, variables are indexed by cross-section. So I have to select by cross-section. I can use operators "OR" or "AND". Using "OR": "If...

I want to use only those values of Z that came from source indexed by dum1. I can select only those observations with smpl in the stacked data by using 'if dum1=1" but this sample selection is not inherited in the unstacked data. Can I select, in the unstacked data, only those observations of Z...

I'm running EV-8. I have country-year panels. Data were imported (stacked) from stata. Observations for one variable "Z" were recorded from two sources because each source covered different years for different countries. There are two dummy variables to indicate source - "dum1" a...

I’m working with pooled data on crime rates for 100+ MSAs 1994-2004. I’m using the pool procedure on 1sst differences. There are 14 explanatory variables, including the constant, and an ar(1) term. All coefficients to be estimated are “common”, so there should be sufficient degrees of freedom. Estim...