R help - Jul 2003 - Weighted SUR, 2SLS regressions

Is there an option for running SUR and 2SLS regressions with weighting 
(I am analysing mortality in towns, hence want to weight by population size)

Many thanks

Jon Anson

-- 
Yonathan (Jon) Anson
Department of Social Work
Ben Gurion University of the Negev
84105 Be'er Sheva, Israel.

Tel: +972 8 647 93 14(w) +972 8 6489286 (h) 067 233279 (m)
Fax: +972 8 647 29 33

On Wednesday 16 July 2003 11:04:58 +0300, "Yonathan (Jon) Anson" 
<anson at bgumail.bgu.ac.il> wrote:
>
> Is there an option for running SUR and 2SLS regressions with weighting
> (I am analysing mortality in towns, hence want to weight by population
> size)
>
> Many thanks
>
> Jon Anson
The "systemfit" package can run SUR and 2SLS regressions. However,
systemfit
does not (yet) offer the user to provide weights for the regression. I did 
not hear anything about these regression methods so far. Can you tell me an 
article or textbook that explains how this should work? If this is not too 
much work, these methods might be implement in a new version of the systemfit 
package. (Jeff (the author and maintainer of systemfit) and I are just 
preparing a new version of the systemfit package that has several additional 
features (e.g. cross-equation restrictions.) 

Best wishes,
Arne

An (the?) early reference for SUR is:
* Arnold Zellner (1962). "An efficient method for estimating seemingly 
unrelated regressions, and tests for aggregation bias," Journal of the
American
Statistical Association, Vol 57, pp348--68.
* For a discusssion, generalization and related references see, p. 306---, Ch 
9. of Russell Davidson and James MacKinnon (1993). Estimation and Inference 
in Econometrics.
* See, William Greene. Econometric Analysis. (Nth edition) for recepies, 
applications and references.


In a message dated 8/11/03 2:43:27 PM Eastern Daylight Time, 
ahenningsen@email.uni-kiel.de writes:
> On Wednesday 16 July 2003 11:04:58 +0300, "Yonathan (Jon) Anson" 
> <anson@bgumail.bgu.ac.il> wrote:
> >
> >Is there an option for running SUR and 2SLS regressions with weighting
> >(I am analysing mortality in towns, hence want to weight by population
> >size)
> >
> >Many thanks
> >
> >Jon Anson
> 
> The "systemfit" package can run SUR and 2SLS regressions.
However, systemfit
> 
> does not (yet) offer the user to provide weights for the regression. I did 
> not hear anything about these regression methods so far. Can you tell me an
> article or textbook that explains how this should work? If this is not too 
> much work, these methods might be implement in a new version of the 
> systemfit 
> package. (Jeff (the author and maintainer of systemfit) and I are just 
> preparing a new version of the systemfit package that has several
additional
> 
> features (e.g. cross-equation restrictions.) 
> 
> Best wishes,
> Arne
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