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st: seemingly unrelated regression

From   "Collewaert V (MCFE)" <>
To   "" <>
Subject   st: seemingly unrelated regression
Date   Fri, 4 Jun 2010 14:58:28 +0200

Dear Statalist,

I am testing a model based on team observations. However, teams consist of two clearly defined parties, similar to supervisors and subordinates. One of my reviewers suggested - instead of running a multilevel model on all observations at once - running seemingly related regression, using two equations, one for each 'subsample'. Sample sizes are not the same. In other words, the equation would be the same (same independent and dependent variables) but the observations based on which it would be estimated would be different, but related as they belong to the same overarching team. As I'm new to SUR, can anyone help me with the code I should be using for this? Should I use one stata file or two? 

Further, is there a way to control for non-independent observations within each equation? (as I sometimes have multiple subordinates and hence observations per team) 

Any help would be greatly appreciated.

Kind regards,


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