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sur: return varargout outputs to work with surgibbs.m

time-shift
Houtan Bastani 2017-11-20 14:45:12 +01:00
parent 9f7d3383e2
commit 3721e7c47e
1 changed files with 15 additions and 2 deletions
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17
matlab/ols/sur.m
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@ -1,5 +1,5 @@
function sur(ds)
% function sur(ds)
function varargout = sur(ds)
% function varargout = sur(ds)
% Seemingly Unrelated Regressions
%
% INPUTS
@ -187,6 +187,19 @@ oo_.sur.Yhat = X * oo_.sur.beta;
% Residuals
oo_.sur.resid = Y - oo_.sur.Yhat;
%% Return to surgibbs if called from there
st = dbstack(1);
if strcmp(st(1).name, 'surgibbs')
varargout{1} = oo_.sur.dof;
varargout{2} = size(X, 2);
varargout{3} = M_.param_names(pidxs, :);
varargout{4} = oo_.sur.beta;
varargout{5} = X;
varargout{6} = Y;
varargout{7} = length(lhs);
return
end
%% Calculate statistics
% Estimate for sigma^2
SS_res = oo_.sur.resid'*oo_.sur.resid;