SUR.fit(igls=False, tol=1e-05, maxiter=100)
[source]
igls : bool
tol : float
maxiter : int
This ia naive implementation that does not exploit the block diagonal structure. It should work for ill-conditioned sigma
but this is untested.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.sysreg.SUR.fit.html