Dear Sirs: Please guide me on the difference between the Ordinary Least square (OLS)Regression, Generalized least square (GLS) regression and the Seemingly unrelated regression (SUR). What are the situations / reasons where GLS or SUR is preferred over OLS? And why?
I know the modus operandi of OLS technique and very well understand the underlying assumptions of the method. However, later two are new to me.Please help. Thanks Manoj __________________________________________________ Do You Yahoo!? Yahoo! Health - your guide to health and wellness http://health.yahoo.com . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
