[R-sig-ME] SUR in lmer

[Giulia Dotti Sani]

Thank you. However, I can't see how I can specify two dependent  variables.

On Thu, Mar 29, 2012 at 11:06 AM, Markus Jäntti <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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>>
>
>
> --
> Markus Jantti
> Professor of Economics
> Swedish Institute for Social Research
> Stockholm University
>
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