[R] ols/gls or systemfit (OLS, WLS, SUR) give identical results

From: Mihai Nica <mihainica_at_yahoo.com>
Date: Fri 14 Jul 2006 - 09:27:16 EST

   I might be sorry for asking this question :-)

    I have two equations and I tried to estimate them individually with "lm" and "gls", and then in a system (using systemfit) with "OLS", "WLS" and "SUR". Quite surprisingly (for myself at least) the results are identical to the last digit.

    Could someone (please!) give a hint as to what am I doing wrong?

Thanks,

mihai                  


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