sur                   package:SIN                   R Documentation

_S_i_m_u_l_a_t_e_d _D_a_t_a _f_r_o_m _S_e_e_m_i_n_g_l_y _U_n_r_e_l_a_t_e_d _R_e_g_r_e_s_s_i_o_n_s

_D_e_s_c_r_i_p_t_i_o_n:

     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.

_U_s_a_g_e:

     data(sur)

_F_o_r_m_a_t:

     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.

_D_e_t_a_i_l_s:

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

_S_o_u_r_c_e:

     Drton, M. & Richardson, T.S.  (2004) Multimodality of the
     likelihood in the bivariate seemingly unrelated regressions model.
     _Biometrika_, to appear.

_E_x_a_m_p_l_e_s:

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

