I am hoping to obtain a program to estimate a system of equations allowing
their error terms to be correlated (i.e., seemingly unrelated regressions),
using "ml model" (maximum likelihood estimation). Since I am dealing with
survey data and need to apply a sampling weight to the estimation, I can use
neither sureg (sur) nor reg3 (3 stage least squares), which allows one to
use only frequency weights and analytical weights, but not sampling weights.
I would appreciate it if you could help me out.
Takeshi
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