* NONLINEAR SEEMINGLY UNRELATED REGRESSION EQUATIONS
*
* Example: Estimation of a linear expenditure system 
* 
* Reference: Section 12.4.3 of Judge, Hill, Griffiths, Lutkepohl and Lee,
*  INTRODUCTION TO THE THEORY AND PRACTICE OF ECONOMETRICS, Second Edition,
*  1988.
*
SAMPLE 1 30
* The data set is in Table 11.3
READ P1 P2 P3 Y Q1 Q2 Q3
10.763  4.474  6.629 487.648 11.632 13.194  45.770
13.033 10.836 13.774 364.877 12.029  2.181  13.393
 9.244  5.856  4.063 541.037  8.916  5.586 104.819
 4.605 14.010  3.868 760.343 33.908  5.231 137.269
13.045 11.417 14.922 421.746  4.561 10.930  15.914
 7.706  8.755 14.318 578.214 17.594 11.854  23.667
 7.405  7.317  4.794 561.734 18.842 17.045  62.057
 7.519  6.360  3.768 301.470 11.637  2.682  52.262
 8.764  4.188  8.089 379.636  7.645 13.008  31.916
13.511  1.996  2.708 478.855  7.881 19.623 123.026
 4.943  7.268 12.901 433.741  9.614  6.534  26.255
 8.360  5.839 11.115 525.702  9.067  9.397  35.540
 5.721  5.160 11.220 513.067 14.070 13.188  32.487
 7.225  9.145  5.810 408.666 15.474  3.340  45.838
 6.617  5.034  5.516 192.061  3.041  4.716  26.867
14.219  5.926  3.707 462.621 14.096 17.141  43.325
 6.769  8.187 10.125 312.659  4.118  4.695  24.330
 7.769  7.193  2.471 400.848 10.489  7.639 107.017
 9.804 13.315  8.976 392.215  6.231  9.089  23.407
11.063  6.874 12.883 377.724  6.458 10.346  18.254
 6.535 15.533  4.115 343.552  8.736  3.901  54.895
11.063  4.477  4.962 301.599  5.158  4.350  45.360
 4.016  9.231  6.294 294.112 16.618  7.371  25.318
 4.759  5.907  8.298 365.032 11.342  6.507  32.852
 5.483  7.077  9.638 256.125  2.903  3.770  22.154
 7.890  9.942  7.122 184.798  3.138  1.360  20.575
 8.460  7.043  4.157 359.084 15.315  6.497  44.205
 6.195  4.142 10.040 629.378 22.240 10.963  44.443
 6.743  3.369 15.459 306.527 10.012 10.140  13.251
11.977  4.806  6.172 347.488  3.982  8.637  41.845
GENR PQ1=P1*Q1
GENR PQ2=P2*Q2
NL 2 / NCOEF=5 PCOV
EQ PQ1=P1*G1+B1*(Y-P1*G1-P2*G2-P3*G3)
EQ PQ2=P2*G2+B2*(Y-P1*G1-P2*G2-P3*G3)
COEF G1 2.903 G2 1.36 G3 13.251 B1 .20267 B2 .13429
END
* Compute B3
TEST 1-B1-B2
STOP