Connecting to multiple Power BI shared dataset in a single report

Hi,

I had a question regarding building a report in Power BI from a shared dataset.

Is it at all possible to connect to multiple Power BI shared datasets in a single report. The objective here is to model the data in the report itself (like done in SSAS) by connecting to several standardised datasets posted to Power BI service in form of Shared dataset?

I have tried doing so but the option to connect to another dataset is completely greyed out.

Thanks,

Akshay