Leeds, Mark (IED)
2007-Mar-15 16:17 UTC
[R] Seemingly Unrelated Regressions question - not R question
Does anyone know where I can find a proof of the fact that when each X matrix in a SUR is the same, then SUR estimation is equivalent to OLS estmation. The proof is supposedly in William Greene's book but that book costs 157.00 an has mixed reviews so I am reluctant to purchase it. Thanks. -------------------------------------------------------- This is not an offer (or solicitation of an offer) to buy/se...{{dropped}}