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Simultaneous Equation Estimation (SUR,2SLS,3SLS)?

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  • Subject: [mg25887] Simultaneous Equation Estimation (SUR,2SLS,3SLS)?
  • From: "Jeff D. Hamann" <hamannj at>
  • Date: Tue, 7 Nov 2000 02:55:58 -0500 (EST)
  • Organization: Network for Education and Research in Oregon
  • Sender: owner-wri-mathgroup at

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?


Jeff D. Hamann
280 Peavy Hall
Department of Forest Resources
Oregon State University
Corvallis, Oregon 97331-8566 USA
hamannj at

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