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st: SUR and random coefficients?
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
Thanks for your help,
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