Seemingly unrelated regression (SUR), also called joint generalized least squares (JGLS) or Zellner estimation, is a generalization of OLS for multi-equation systems. Like OLS, the SUR method assumes ...

Penalized least squares estimates provide a way to balance fitting the data closely and avoiding excessive roughness or rapid variation. A penalized least squares estimate is a surface that minimizes ...

In this module, we will learn how to fit linear regression models with least squares. We will also study the properties ... You will complete a proctored exam worth 20% of your grade made up of ...