Wednesday, March 15, 2006
st: SUR and random coefficients?
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
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