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Re: st: SUR and random coefficients?


From   Jean.Imbs@unil.ch
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SUR and random coefficients?
Date   Wed, 15 Mar 2006 14:04:06 +0100

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
> 
> 
>
>
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