Dear Collegues

I would like to ask your help to correctly run the code for a multilevel approach.

I´m working with data containing information for 1546 individuals, grouped into 14 groups (ranging from 11 to 24). The groups are defined by the variable "match" which in fact is the group variable that matches macroeconomic data (country level).


In the first Level I want to estimate the following equation:

Y = b0 + b1*X1 + b2*X2 + b3*X3 + error1


IN the second level we assume that coefficients are influenced by country level variables, as follows

b0 = a00 + a01*Z1 + a02*Z2 + a03*Z3 + a04*Z4+ error2

b1 = a10 + error3

b2 = a20 + a21*Z1 + a22*Z2+ a23 *Z3+ a24*Z4+ error3

b3 = a30 + error4

As you can see, it includes error terms and a change that can be performed (I believe) several options, the parameters that interest me are: a00; a01; a02; a03; a04; a10; a20 + a21; a22; a23; a24 and a30.

Could you help me to design the "mixed" function in such terms?

Thank you in advance

Fábio