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Suest stata how to#
See general information about how to correct material in RePEc.įor technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458913. You can help correct errors and omissions. Suggested CitationĪll material on this site has been provided by the respective publishers and authors. The stacked regression approach may alternatively implemented using the data management tool stack. While these commands implement an FGLS estimator and, hence, rely on strong assumptions when estimating cross-equation coefficient covariances, stackreg uses clustering in the same fashion as suest. stackreg can also be regarded as more robust alternative to sureg and mvreg in particular. Miller) is installed (ii) stackreg allows imposing cross-equation constraints by specifying the option constraints() (iii) stackreg is a panel data command that accomodates fixed-effects estimation (iv) unlike suest, stackrg applies a degrees-of-freedom adjustment that exactly reproduces the standard errors equation-by-equantion estimation yields (v) stackreg allows for factor-variables in depvars. In detail: (i) stackreg accomodates multi-way clustering (Cameron et al., JBES, 2011), if the community-distributed command cgmreg (by Jonah B. However, in the context of the linear model, stackreg is more flexible than suest in several respects. Unlike suest, which is extremely flexible in allowing inference involving regression models of different type, stackreg is confined to the linear model. stackreg is closely realted to the Stata command suest. The stacked regression approach was suggested e.g. Stackreg implements the stacked regression analysis which facilitates statistical testing in a multiple testing framework.
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