sur {SIN}R Documentation

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:

sur$means : the mean vector,
sur$stddev : the vector of standard deviations,
sur$corr : the correlation matrix, and
sur$n : the sample size.

Details

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

Source

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

Examples

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

[Package SIN version 0.4 Index]