I am trying to estimate vote shares of different parties. So, suppose I have 4 parties, each having its own column in the data set. Hence, the sum would be tending to 1. Now, if a party does not contest in a particular area, then the vote share for that area is '.'. So, I have 4 equations -
sureg (voteshare_party1 voteshare_party2 voteshare_party3 vote share_party4 = X_variables i.fixedeffectvariable1 i.fixedeffectvariable2)
What I want to do is remove NAs separately for each equation, like it would have happened with
reghdfe. But I need to use
sureg because the error terms are correlated. Do you have any suggestions for this? Or any research paper which did something similar?
I am using Stata. In R, I used systemfit() but the estimates I am getting from Stata and R vary widely. I am happy to use any method given my estimates are consistent.
I really appreciate any suggestions / literature on this. And am happy to share more context.