BayesSUR

Bayesian Seemingly Unrelated Regression Models in High-Dimensional Settings

CRAN Package

Bayesian seemingly unrelated regression with general variable selection and dense/sparse covariance matrix. The sparse seemingly unrelated regression is described in Bottolo et al. (2021) , the software paper is in Zhao et al. (2021) , and the model with random effects is described in Zhao et al. (2024) .


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