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Questions tagged [seemingly-unrelated-regression]

6 questions
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Non Linear Seemingly Unrelated Regressions (SUR) in R imposing restrictions

I'm trying to estimate a non-linear Seemingly Unrelated Regressions (SUR) model with 5 equations in R, and I was working over the package systemfit. Everything goes well until it needs to set some restrictions on my equations. using the package…
Ariel
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Seemingly unrelated regression in R with imputed data-Pooling results

I am trying to complete seemingly unrelated regressions (SUR) using the systemfit package in R. However, it is not straightforward to complete these analyses with multiply imputed data (with mice package). Upon googling this question, I see that…
ksroogl
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Constraining select coefficients to be the same across equations in a SUR system

I want to estimate Labor Force Participation Rates for different age groups in a system of seemingly unrelated regressions (SUR), regressing them on some age group specific variables and shared birth-cohort dummies. This is the typical cohort-based…
datatrainR
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Factor analysis, Seemingly Unrelated regression and marginal effects

I take the following steps: Factor analysis on Likert scale data Seemingly unrelated regression on resulting factors (total of 5) get marginal effects These are my Stata commands: factor b1_r1 b1_r2 b1_r3 b1_r4 b1_r5 b1_r6 b1_r7 b1_r8 b1_r9 b1_r10…
Lotte Yanore
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How to use SUR with restriction in R?

I ran an SUR model in R using systemfit package, but I need to take the summary result and use it for imposing two restrictions: the sum of the intercepts of the three equations should be equal to 24. the sum of the coefficients of each explanatory…
Ruth Jacob
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How to conduct joint significance test in seemingly unrelated regression

I'm trying to conduct a joint test of significance in a seemingly unrelated regression setup with robust standard errors. I have three outcomes Y1, Y2, and Y3 and I want to conduct a joint hypothesis test against the null that the average effect of…
Alex Coppock
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