A Companion to Theoretical Econometrics 2003
DOI: 10.1002/9780470996249.ch6
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Seemingly Unrelated Regression

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Cited by 69 publications
(59 citation statements)
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“…The SUR approach leads to a feasible 1 2 A thorough review of the large literature accumulated on SUR can be found in Srivastava and Dwivedi (1979) and Srivastava and Giles (1987). A survey of more recent developments is provided by Fiebig (2001) and Moon and Perron (2006). GLS estimator, in which OLS is used at …rst-stage for each individual-speci…c equation to obtain consistent estimates of the parameters, including the N (N + 1) =2 distinct entries in the error covariance matrix.…”
Section: The Seemingly Unrelated Regressions Approachmentioning
confidence: 99%
See 1 more Smart Citation
“…The SUR approach leads to a feasible 1 2 A thorough review of the large literature accumulated on SUR can be found in Srivastava and Dwivedi (1979) and Srivastava and Giles (1987). A survey of more recent developments is provided by Fiebig (2001) and Moon and Perron (2006). GLS estimator, in which OLS is used at …rst-stage for each individual-speci…c equation to obtain consistent estimates of the parameters, including the N (N + 1) =2 distinct entries in the error covariance matrix.…”
Section: The Seemingly Unrelated Regressions Approachmentioning
confidence: 99%
“…27 In other words, mispeci…cation of the model results in both global (factors) and local (spatial) correlations. Transforming in terms of deviations from time-speci…c averages yields…”
Section: Sara…dis and Robertson (2009) Demonstrate That^ IV Is Biasedmentioning
confidence: 99%
“…Student’s t-tests were used to compare psychological symptoms across study arms. Seemingly unrelated regression equations (SUREs) (Fiebig 2003; Beasley 2008; Kubáček 2013) were used to estimate the associations between randomization into the CM intervention (dichotomous; 1 = CM) and self-reported symptoms of psychological and emotional distress (i.e., scores on the subscales of the BSI). SUREs are identical to normal OLS regression, except that multiple dependent variables can be included, instead of just one.…”
Section: Methodsmentioning
confidence: 99%
“…The cost and outcome regressions (see Equations 1 and 2) were run simultaneously using seemingly unrelated regression (SUR). 128 SUR permits the simultaneous estimation of costs and effects, calculated at the individual level, while accounting for unobserved individual characteristics that could affect both costs and effects and lead to potential correlation between these two dependent variables. 129 In addition, the SUR allowed us to control for additional covariates that may affect costs, effects or both.…”
Section: Seemingly Unrelated Regressionmentioning
confidence: 99%