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Re: st: SUR and random coefficients?
If you don't have a solution to this with STATA you can do it
with AD Model builder's random effects module. In fact you can (almost)
as easily do nonlinear SUR's with re's.
Dave
>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" <[email protected]>
>A: <[email protected]>
>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
>
>
>
>
>*
>* For searches and help try:
>* http://www.stata.com/support/faqs/res/findit.html
>* http://www.stata.com/support/statalist/faq
>* http://www.ats.ucla.edu/stat/stata/
>
>
--
David A. Fournier
P.O. Box 2040,
Sidney, B.C. V8l 3S3
Canada
Phone/FAX 250-655-3364
http://otter-rsch.com
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
