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Multiple local optima for seemingly unrelated regression models

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  • Norman K. Womer

Abstract

This paper provides an example of multiple local maxima to the likelihood function for a seemingly unrelated regression (SUR) model with a cross equation restriction. Since this is the least complex of the various structural equations models (SEM) and since maximum likelihood is often the preferred technique for SEM the problem of multiple local maxima is expected to be pervasive.

Suggested Citation

  • Norman K. Womer, 2016. "Multiple local optima for seemingly unrelated regression models," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 6(1), pages 44-55.
    • Handle: RePEc:ids:ijcome:v:6:y:2016:i:1:p:44-55
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