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.
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 codedata(sur)
sur$means
sur$stddev
sur$corr
sur$n
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