@expand(crossid) in Systems
Posted: Thu Apr 11, 2019 1:11 am
Hello, I'm trying to estimate a translog system in a panel setup and I'm using the append command but I don't know how to create cross sectional heterogeneity in this command.
so if I do:
#
The model will estimate the coefficient on all cross sections but if I want for instance to have c(3) a cross sectional heterogeneous coefficient analogous to @expand(@crossid) how can I make that?
I also like using this command (and not the "autospec") because I can declare common coefficient in all equations ( like c(2) here).
Any ideas? Thanks!
so if I do:
Code: Select all
system translog
translog.append y1=c(1)+c(2)*x+c(3)*y1(-1)
translog.append y2=c(4)+c(2)*x+c(4)*y2(-1)The model will estimate the coefficient on all cross sections but if I want for instance to have c(3) a cross sectional heterogeneous coefficient analogous to @expand(@crossid) how can I make that?
I also like using this command (and not the "autospec") because I can declare common coefficient in all equations ( like c(2) here).
Any ideas? Thanks!