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Re: st: HLM and SUR


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: HLM and SUR
Date   Mon, 26 Nov 2012 13:09:49 +0100

On Mon, Nov 26, 2012 at 12:36 PM, Constantin Alba wrote:
> is it possible to use SUR (seemingly unrelated regression) with HLM models?
>
> i have to 2 HLM models that i run separately where independent variables
> are same, and DV are different. Is there a way to run SUR while keeping HLM
> models intact?

Both SUR and HLM can be seen as special cases of a SEM (see:
<http://blog.stata.com/2011/09/28/multilevel-random-effects-in-xtmixed-and-sem-the-long-and-wide-of-it/>),
so you can probably, with quite a bit of creative data preparation and
modeling, estimate such a model using -sem-.

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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