Tuesday, March 21, 2006

Re: st: SUR and random coefficients?

If you don't have a solution to this with STATA you can do it with AD Model builder's random effects module. In fact you can (almost) as easily do nonlinear SUR's with re's.

Dave

>if someone has an answer to Stephan, I am a taker as well. Have been >wanting to do SUR with RCM for a while.

----Message d'origine---- >De: "Stephan Brunow" <Stephan.Brunow@mailbox.tu-dresden.de> >A: <statalist@hsphsun2.harvard.edu> >Sujet: st: SUR and random coefficients? >Date: Wed, 15 Mar 2006 12:33:43 +0100 > >Dear all, > >we want to estimate a SUR model (Zellners seemingly unrelated regression) >but also want to consider a random coefficient approach (mixed >variables/multilevel model) in this context as well. Not only the intercept >but also variables should have the random coefficient. >Does anybody knows how we can do this in STATA? Possibly, does anybody host >an ado-file? It seems as if there is no way to do it with STATA at the >moment. > >Thanks for your help, > >Stephan Brunow > > > > >* >* For searches and help try: >* http://www.stata.com/support/faqs/res/findit.html >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ > > -- David A. Fournier P.O. Box 2040, Sidney, B.C. V8l 3S3 Canada Phone/FAX 250-655-3364 http://otter-rsch.com * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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