Dear All,

I am using STATA 16.

I am trying to estimate a SUR model.

Thanks for the help!

Kind Regards,

Gurdil

I am using STATA 16.

I am trying to estimate a SUR model.

**Brief Data:**My four dependent variables are categorical and ordered. For these four equations, I have a different set of independent variables, where a few variables are common between equations. I suspect the errors to be correlated across equations as they may share some unobserved factors. Finally, I want to include crossed random effects.**What I tried:**- The sureg command does not allow ordinal dependent variables.
- I thought of using four different ordered logistic models with mixed effects and then using the suest command that runs saved model estimates. But suest does not allow models with crossed random effects.
- I tried GSEM model. It was good for ordinal dependent variables and allowed crossed random effects. However, I could not include correlated errors.

Thanks for the help!

Kind Regards,

Gurdil

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