dear
when i estimate the varmodel using ols,and then using SUR
how can i update the new coefficients and residuals of model(eq)
my model is
linreg(define=eq1) x/ r1
# constant x{1 to 2}
linreg(define=eq2) y/ r2
# constant x{1 to 2} y{1 to 2}
group eq eq1 eq2
sur(model=eq)
update the new residuals
Re: update the new residuals
Not sure I understand the question.
When you do the SUR instruction, the coefficients and residuals associated internally with the model EQ will in fact be the SUR residuals. So, no action is required assuming those are the values you want associated with the model. You can, of course, use options on SUR to save the residuals and coefficients in user-accessible variables.
The values of R1 and R2 won't change--those will still be the OLS residuals.
Regards,
Tom Maycock
When you do the SUR instruction, the coefficients and residuals associated internally with the model EQ will in fact be the SUR residuals. So, no action is required assuming those are the values you want associated with the model. You can, of course, use options on SUR to save the residuals and coefficients in user-accessible variables.
The values of R1 and R2 won't change--those will still be the OLS residuals.
Regards,
Tom Maycock