Seemingly Unrelated Regressions

Systems of equations include multiple equations instead of a single equation.  Seemingly Unrelated Regressions (SUR) contain only exogenous regressors. The equations are called seemingly unrelated because they are only related through the error terms.  Examples include demand systems for items for individuals; and expenditure system for several different types of expenditures.

SUR models: topics covered
  • SUR model
  • SUR estimation
  • Properties of the SUR model



Seemingly Unrelated Regressions



Seemingly Unrelated Regressions Example



Seemingly Unrelated Regression in Stata



Seemingly Unrelated Regressions in R



Seemingly Unrelated Regressions in SAS