 Usage:  {b,s}=sur(surlist1,surlist2)  

 

 Input:



  surlist1               list of matrices. If there are M equations then surlist1 

                         will be a list of M+1 matrices. The first matrix is comprised of 

                         the vectors of observations of the left-hand side variables. Each of the 

                         next M matrices consists of the observations of the right-hand-side 

                         variables of one of the M equations of the system. 

                         

  surlist2               list of string vectors. If there are M equations then surlist2 

                         will be a list of M+1 string (column) vectors. Each vector contains 

                         the names of the variables of the corresponding matrix from surlist1. 

                         

 Output:



  b                      vector, containing the generalized least squares coefficient estimates 

                         

  s                      vector, containing the estimated standard errors of the components of b 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

