In
econometrics, the
seemingly unrelated regressions (
SUR) or
seemingly unrelated regression equations (
SURE) model, proposed by
Arnold Zellner in (1962), is a generalization of a
linear regression model that consists of several regression equations, each having its own dependent variable and potentially different sets of exogenous explanatory variables. Each equation is a valid linear regression on its own and can be estimated separately, which is why the system is called
seemingly unrelated, although some authors suggest that the term
seemingly related would be more appropriate, since the
error terms are assumed to be correlated across the equations.