SUR estimation

Econometrics questions and discussions

SUR estimation

Postby maxmarzo » Tue Nov 14, 2006 9:55 am

Dear all,
I am estimating an 8-equation system by SUR with inst option. The output results does not show the R-squared for each regression.
Is this normal ?
max
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Postby TomM » Tue Nov 14, 2006 10:40 am

Yes, it's normal--the SUR command doesn't generate R-square statistics. It's just not a terribly useful piece of information in that context.
Tom Maycock
Estima

support@estima.com
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sur

Postby maxmarzo » Tue Nov 14, 2006 10:46 am

Tom:
thank you very much, indeed.
max
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