A note on the efficiency of seemingly unrelated regression

James K. Binkley, Carl H. Nelson

Research output: Contribution to journalArticlepeer-review


The variance-covariance matrix for the seemingly unrelated regression estimator is expressed as an ordinary-least-squares variance-covariance matrix. This permits new insights into the efficiency of seemingly unrelated regression, especially the role of correlations among variables.

Original languageEnglish (US)
Pages (from-to)137-139
Number of pages3
JournalAmerican Statistician
Issue number2
StatePublished - May 1988


  • Multicollinearity

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • General Mathematics


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