Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
value of each coefficient? Let’s look at x4. It is the estimate for RAR_Energy corresponding to the Halliburton portion of the SUR model. GLS has estimated its value to be 2.2377: A look at the coefficient x4 (Image by Author) Remember that the SUR model is a linear model. Hence, the value of