statsmodels.sandbox.sysreg.SUR.fit
SUR.fit(igls=False, tol=1e-05, maxiter=100) [source]
igls : bool Iterate until estimates converge if sigma is None instead of two-step GLS, which is the default is sigma is None. tol : float maxiter : int Notes This ia naive implementation that does not exploit the block diagonal structure. It should work for ill-conditioned sigma but this is untested.