Hi,
I have a question about command xtsur command in Stata. I saw that the instruction as below:
xtsur fits a many-equation seemingly-unrelated regression (SUR) model of the y1 variable on the x1 variables and the y2 variable on the x1 or x2 variables and etc..., using random effect estimators in the context of unbalanced panel data.
My question is the random effect here means random intercept only as the xtreg, fe command in stata or does it mean random coefficients as well. I'm thinking about how to incorporate the random coefficient model (xtmixed) in the seemingly unrelated regression in stata. I'm not sure if I can use this package to achieve this or not.
Thank you very much and look forward to your reply.
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