Linear Regression MT
The Linear Regression MT application module is a set of procedures for estimating single equations or a simultaneous system of equations. It allows constraints on coefficients, calculates het-con standard errors, and includes two-stage least squares, three-stage least squares, and seemingly unrelated regression. It is thread-safe and takes advantage of structures found in later versions of GAUSS.
Platform: Windows, Mac, and Linux.
Requirements: GAUSS/GAUSS Engine/GAUSS Light v8.0 or higher.