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SUR estimation

Posted: Tue Nov 14, 2006 8:55 am
by maxmarzo
Dear all,
I am estimating an 8-equation system by SUR with inst option. The output results does not show the R-squared for each regression.
Is this normal ?
max

Posted: Tue Nov 14, 2006 9:40 am
by TomM
Yes, it's normal--the SUR command doesn't generate R-square statistics. It's just not a terribly useful piece of information in that context.

sur

Posted: Tue Nov 14, 2006 9:46 am
by maxmarzo
Tom:
thank you very much, indeed.
max