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SIN (version 0.6)

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)

Arguments

Format

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

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

Run this code
data(sur)
sur$means
sur$stddev
sur$corr
sur$n

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