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# scikits.statsmodels.sandbox.sysreg.SUR

class `scikits.statsmodels.sandbox.sysreg.``SUR`(sys, sigma=None, dfk=None)

  > Seemingly Unrelated Regression

  Parameters: | sys : list [endog1, exog1, endog2, exog2,...] It will be of length 2 x M, where M is the number of equations endog = exog. sigma : array-like M x M array where sigma[i,j] is the covariance between equation i and j dfk : None, ‘dfk1’, or ‘dfk2’ Default is None. Correction for the degrees of freedom should be specified for small samples. See the notes for more information.

  sigma_{11} & sigma_{12} & cdots & sigma_{1M}sigma_{21} & sigma_{22} & & sigma_{2M}vdots & & ddots

  Attributes

  Methods

  `initialize`() |

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