[R-sig-ME] SUR in lmer

[Markus Jäntti]

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