SUR estimation

Econometrics questions and discussions
Post Reply
maxmarzo
Posts: 3
Joined: Tue Nov 14, 2006 8:50 am

SUR estimation

Unread post by maxmarzo »

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
Top
TomM
Posts: 20
Joined: Tue Oct 24, 2006 3:34 pm

Unread post by TomM »

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
Top
maxmarzo
Posts: 3
Joined: Tue Nov 14, 2006 8:50 am

sur

Unread post by maxmarzo »

Tom:
thank you very much, indeed.
max
Top
Post Reply

Return to “General Econometrics”