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I'm estimating a system of equations with Seemingly Unrelated Regression (SUR) of the ‘systemfit’ package, but in the documentation I have not found how to perform the autocorrelation, heteroscedasticity and multicollinearity tests (Variance Inflation Factor, Breusch–Pagan, etc.).

vif() and bptest() don't work for system of equations.

IRTFM
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Luisadieze
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  • You ought to use google to get enough specificity in questions before asking for code writing assistance. Also nee [MCVE]. Googling brought up this useful place to seek theoretic and practical guidance: https://www.econometrics-with-r.org/10-5-tferaaseffer.html If I've guessed incorrectly about your data setup and area of application then it just shows how important it is to carefully describe the problem and include code attempts and data. – IRTFM Dec 23 '22 at 00:15

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