SIN (version 0.5)

sur: Simulated Data from Seemingly Unrelated Regressions

Description

The data are simulated from a bivariate seemingly unrelated regressions model with two response variables ($Y_1$, $Y_2$) and two covariates ($X_1$, $X_2$). The sample is only of size 8.

Usage

data(sur)

format

A list providing a summary of the data. The list contains: lcl{ sur$means : the mean vector, sur$stddev : the vector of standard deviations, sur$corr : the correlation matrix, and sur$n : the sample size. }

source

Drton, M. & Richardson, T.S. (2004) Multimodality of the likelihood in the bivariate seemingly unrelated regressions model. Biometrika 91(2): 383-392.

Details

The data were used by Drton & Richardson (2004) to illustrate the possibility of a multimodal likelihood in seemingly unrelated regressions.

Examples

data(sur)
sur$means
sur$stddev
sur$corr
sur$n