Simultaneous Equation Estimation (SUR,2SLS,3SLS)?
- To: mathgroup at smc.vnet.net
- Subject: [mg25887] Simultaneous Equation Estimation (SUR,2SLS,3SLS)?
- From: "Jeff D. Hamann" <hamannj at ucs.orst.edu>
- Date: Tue, 7 Nov 2000 02:55:58 -0500 (EST)
- Organization: Network for Education and Research in Oregon
- Sender: owner-wri-mathgroup at wolfram.com
Okay I'm a newbie to Mathematica (done a few things but nothing asounding) and would like to be able to fit Seemingly Unrelated Regression (SUR), Two-Stage Least Squares (2SLS), and Three-Stage Least Squares (3SLS) systems of equations. I'm attempting to develop the matrix code to perform these statistical fits. Is there any guidance that some of the experts might give? Performing these fits is pretty simple using packages like SAS, but I would like to be able to explore the fits further. Are there any resources out there that perform these already? Thanks, Jeff ----------------------------------------------------------- Jeff D. Hamann 280 Peavy Hall Department of Forest Resources Oregon State University Corvallis, Oregon 97331-8566 USA 541-740-5988 541-737-2375 hamannj at ucs.orst.edu This is the song that never ends It goes on and on my friends Somebody started singing it Not knowing what it was Now everybody's singing it And it goes on and on because This is the song that never ends...