SUR in lmer

Hello everyone,

is there a way of running a seemingly unrelated regression under lme4
or other multilevel packages?

Take a look at glm in nlme. You need to specify both a correlation structure (to 
allow the seemingly unrelated units to be correlated through their error terns) 
and a variance function (to allow for different residual variances for the units).

Best,

Markus

Thank you!

Giulia

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Markus Jantti
Professor of Economics
Swedish Institute for Social Research
Stockholm University