SUR in lmer
On 03/29/2012 05:08 PM, Giulia Dotti Sani wrote:
Thank you. However, I can't see how I can specify two dependent variables.
You don't. You reshape the data into "long" format, have a factor that indicates which unit's observations you are using, interact the explanatory variables with that indicator and also use that indicator for the variance function. Markus
On Thu, Mar 29, 2012 at 11:06 AM, Markus J?ntti<markus.jantti at iki.fi> wrote:
On 03/29/2012 10:58 AM, Giulia Dotti Sani wrote:
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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_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
Markus Jantti Professor of Economics Swedish Institute for Social Research Stockholm University