Grocer Function

NAME

sur - Zellner Seemingly Unrelated Regression

CALLING SEQUENCE

rsur=sur(arg1,...,argn)

PARAMETERS

Input

Output

DESCRIPTION

Computes Zellner Seemingly Unrelated Regression. Some coefficients can be commun to several equations.There can be spaces in the text of the equations. If you want to introduce a constant in your equation, you can omit the '*varxi' in the text of the equation. the exogenous variable can be expressed anyway. The only constraint is that the model must be linear in its coefficients.

EXAMPLE

1) eq1='igm=a1*fgm+a2*cgm+a3'; eq2='ich=a4*fch+a5*cch+a6'; eq3='ige=a7*fge+a8*cge+a9'; eq4='iwest=a10*fwest+a11*cwest+a12'; eq5='iuss=a13*fuss+a14*cuss+a15'; r=sur(eq1,eq2,eq3,eq4,eq5)
2) sur('y1=c1*x1+c2*x2','y2=c1*x1+c3*log(x4)','coeff=[c1,c2,c3]','itmax=20','noprint')

Example 1 is taken from function sur_d. Here coefficients names are a1 to a15 and are not given as input of the function. # of iterations is set to default. Results are printed.
Example 2 makes use of all options. Note that the coefficient c1 is imposed to be the same in equations for y1 and y2.

AUTHOR

Eric Dubois 2002