Seemingly unrelated regressions model with normaldisturbances <<< Model specification read from file priorsur1 <<< Data read from file datasur1 Number of variables read from file: 5 Number of observations in file: 200 Observations used for sample: 1 - 200 Col Minimum Maximum Mean Stan. dev. First Last 1 -2.4856E+00 2.7962E+00 1.4391E-01 9.4982E-01 -1.2569E-01 -9.3567E-01 2 -2.1539E+00 2.6108E+00 5.5842E-02 9.6550E-01 -4.9249E-01 -3.2180E-01 3 -2.0934E+00 3.0342E+00 -3.0754E-02 9.2517E-01 -5.8469E-01 -1.1301E+00 4 -6.5041E+00 5.7020E+00 2.9202E-02 2.3412E+00 -2.1061E+00 -2.0461E+00 5 -7.9876E+00 8.6969E+00 4.7811E-02 3.1016E+00 -1.0617E+00 1.1187E+00 First observation (t1): 1 Last observation (t2): 200 Equation Dep var Regressors 1 4 1 2 3 2 5 1 2 3 Gaussian prior for coefficients Parameter Prior mean Prior s.d. Prior prec. Initial value 1 0.000000E+00 3.000000E+00 1.111111E-01 -4.300032E+00 2 0.000000E+00 3.000000E+00 1.111111E-01 -1.440809E-01 3 0.000000E+00 3.000000E+00 1.111111E-01 -1.467723E+00 4 0.000000E+00 3.000000E+00 1.111111E-01 8.302309E-01 5 0.000000E+00 3.000000E+00 1.111111E-01 6.278369E+00 6 0.000000E+00 3.000000E+00 1.111111E-01 -5.031770E+00 Prior correlation matrix 1 2 3 4 5 6 1 1.000 2 0.000 1.000 3 0.000 0.000 1.000 4 0.000 0.000 0.000 1.000 5 0.000 0.000 0.000 0.000 1.000 6 0.000 0.000 0.000 0.000 0.000 1.000 Normalized prior precision matrix 1 2 3 4 5 6 1 1.000 2 0.000 1.000 3 0.000 0.000 1.000 4 0.000 0.000 0.000 1.000 5 0.000 0.000 0.000 0.000 1.000 6 0.000 0.000 0.000 0.000 0.000 1.000 Wishart prior distribution for precision matrix with 5.0000000E+00 degrees of freedom Matrix parameter S0: H~W[S0^-1, ANU0] 1 2 1 2.000000E-01 2 0.000000E+00 2.000000E-01 Inverse of matrix parameter S0 1 2 1 5.000000E+00 2 0.000000E+00 5.000000E+00 Initial draw of H 1 2 1 1.912844E+01 2 -1.007415E+01 1.498468E+01 Inverse of initial draw of H 1 2 1 8.093485E-02 2 5.441224E-02 1.033160E-01 Organization of simulation vector Covariate coefficient vector (Beta): 1 Antithetic of coefficient vector: 7 Disturbance precision matrix H (lower triangle): 13 Markov chain Monte Carlo posterior simulation Parameters written in each record: 15 Iterations: 1000 Skips between iterations: 0 >>> Posterior simulation matrix written to file simsur1 Description: This is a shakedown run for sur1, using all variables in mvr set1. Iterations completed: 1000 CPU time: 0.0000 CPU time per iteraton: 0.0000