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.
Handouts, Programs, and Data
Seemingly Unrelated Regressions
Seemingly Unrelated Regressions Example
Seemingly Unrelated Regressions Stata Program and Output
Seemingly Unrelated Regressions in Stata.do
Seemingly Unrelated Regressions R Program and Output
Seemingly Unrelated Regressions in R.R
Seemingly Unrelated Regressions SAS Program and Output
Seemingly Unrelated Regressions in SAS.sas
SUR models: topics covered
SUR model
SUR estimation
Properties of the SUR model