# Random parameters with endogeneous regressors by Stata SEM or GLLAMM?

I'm interested in estimating a linear model with random parameters (RP) and some endogenous regressors in stata. The main issue is to obtain estimates of parameters variances and not the parameters by themself (a two stage method provides unbiased parameter estimates). Is there any specific setup within SEM or GLLAMM modules to do an straight estimation of this model ?

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this is complex enough to be worth asking on statalist, as well. (I would still be the one most likely to respond, though :)) –  StasK Aug 14 '12 at 20:41
Without knowing more about your model, it is impossible to tell what the xtmixed (which is probably more appropriate than sem here), let alone gllamm, set up could be.