Provide posterior means of lambda_i's based on the Parametric Posterior Mean estimator with correlated random coefficients
post_mean_lambda_par(lambda0, sigma2, mmu, ww2_lambda, W, aux_Y0)
initial estimate of lambdas
variance of the shocks
auxiliary result (mean)
auxiliary result (lambda times ww2)
cross-sectionally invariant variables - not used now
auxiliary matrix with initial observations of the dependent variable