Hi all,
I have a question about how to incorporate random coefficient model into the SUR regression.
I see in other posting that the code below can incorporate random intercept into the SUR model.
SUREG (y1 x1 x2 x3, re) (y2 x1 x2 x3, re)
But my question now is that I used the code below to run the random coefficient before. I wonder if anyone know how to incorporate this kind of model into SUR model in Stata.
xtmixed y1 x1 x2 x3 || id: x2 x3
xtmixed y2 x1 x2 x3 || id: x2 x3
Thank you and look forward to your reply.
Best wishes
Meng
I have a question about how to incorporate random coefficient model into the SUR regression.
I see in other posting that the code below can incorporate random intercept into the SUR model.
SUREG (y1 x1 x2 x3, re) (y2 x1 x2 x3, re)
But my question now is that I used the code below to run the random coefficient before. I wonder if anyone know how to incorporate this kind of model into SUR model in Stata.
xtmixed y1 x1 x2 x3 || id: x2 x3
xtmixed y2 x1 x2 x3 || id: x2 x3
Thank you and look forward to your reply.
Best wishes
Meng
