st: estimated dependent variable with xtmixed

[Alexandru Cojocaru <scojocaru@gmail.com>]

I would like to estimate a model of the following form:

Y_ij=X_ij*b+u_i+e_ij,
where Y_ij is the municipal poverty rate (from a household survey)
X_ij are municipal characteristics (from a population Census)
u_i are the region level random effects (municipalities are nested
within regions).

With xtmixed, this would look like: xtmixed mun_pov X_ij || region:
Since municipal poverty rates are sample estimates, they have
corresponding sampling variances. How would one properly incorporate
this uncertainty into the xtmixed setup?

Any advice would be much appreciated.

cheers,
Sandu
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