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st: estimated dependent variable with xtmixed

From   Alexandru Cojocaru <>
Subject   st: estimated dependent variable with xtmixed
Date   Thu, 20 Jun 2013 17:17:27 -0400

I would like to estimate a model of the following form:

where Y_ij is the municipal poverty rate (from a household survey)
X_ij are municipal characteristics (from a population Census)
u_i are the region level random effects (municipalities are nested
within regions).

With xtmixed, this would look like: xtmixed mun_pov X_ij || region:
Since municipal poverty rates are sample estimates, they have
corresponding sampling variances. How would one properly incorporate
this uncertainty into the xtmixed setup?

Any advice would be much appreciated.

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