Seemingly Unrelated Regression
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.
[endog1, exog1, endog2, exog2,...] It will be of length 2 x M, where M is the number of equations endog = exog.
M x M array where sigma[i,j] is the covariance between equation i and j
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
scikits.statsmodels.sandbox.regression.try_catdata.labelmeanfilter_str
scikits.statsmodels.sandbox.sysreg.SUR.initialize
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