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diagnostics.mdindex.mdml-models.mdols-models.mdpanel-models.mdprobit-models.mdregime-models.mdspatial-error-models.mdsur-models.mdtsls-models.mdutilities.md

sur-models.mddocs/

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# SUR Models

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Seemingly unrelated regressions with spatial error and lag structures for simultaneous equation systems with cross-equation correlation.

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## Capabilities

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### Basic SUR Model

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```python { .api }

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class SUR:

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def __init__(self, bigy, bigX, df_name=None, sur_constant=True, name_bigy=None,

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name_bigX=None, name_ds=None, vm=False, latex=False):

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"""

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Seemingly unrelated regressions.

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Parameters:

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- bigy (array): Stacked dependent variables for all equations

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- bigX (array): Stacked independent variables for all equations

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- df_name (list): Names for each equation

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- sur_constant (bool): Include constant terms

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"""

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```

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### Spatial SUR Models

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```python { .api }

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class SURerrorGM:

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def __init__(self, bigy, bigX, w, df_name=None, sur_constant=True):

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"""SUR with spatial error structure using GMM estimation."""

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class SURerrorML:

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def __init__(self, bigy, bigX, w, df_name=None, sur_constant=True):

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"""SUR with spatial error structure using ML estimation."""

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class SURlagIV:

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def __init__(self, bigy, bigX, w, df_name=None, sur_constant=True):

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"""SUR with spatial lag structure using IV estimation."""

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```