Dear Statalist,
I am grateful for any help on the following question:
I have several datasets, each with the same response variable but with different regressors. Unfortunately, I do not know the correlation between the regressors from the different datasets, but have reason to believe that there is a correlation.
Is there a reasonable way to combine the response variable and all the regressors into a single regression or other coherent analysis without knowing the correlation matrix between the regressors?
Any idea is appreciated. Many thanks in advance.
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