Dear friends,
I have written the following lines in R console wich already exist in pdf
file systemfit:
data( "GrunfeldGreene" )
library( "plm" )
GGPanel <- plm.data( GrunfeldGreene, c( "firm", "year" ) )
greeneSur <- systemfit( invest ~ value + capital, method = "SUR",
+ data = GGPanel )
greenSur

I have obtained the following incomplete results in wich standard errors of
the estimates and their student statistics didn't appear:
systemfit results
method: SUR

Coefficients:
        Chrysler_(Intercept)               Chrysler_value
Chrysler_capital General.Electric_(Intercept)
                   0.5043036
0.0695456                    0.3085445                  -22.4389132
      General.Electric_value     General.Electric_capital
General.Motors_(Intercept)         General.Motors_value
                   0.0372914                    0.1307830
-162.3641052                    0.1204930
      General.Motors_capital         US.Steel_(Intercept)
US.Steel_value             US.Steel_capital
                   0.3827462
85.4232548                    0.1014782                    0.3999914
    Westinghouse_(Intercept)           Westinghouse_value
Westinghouse_capital
                   1.0888770
0.0570091                    0.0415065
but when I wrote the following lines:
summary(greeneSur)

I obtained the following results:
systemfit results
method: SUR

         N DF    SSR     detRCov   OLS-R2 McElroy-R2
system 100 85 347048 1.39234e+14 0.844042   0.868682

                  N DF       SSR       MSE     RMSE       R2   Adj R2
Chrysler         20 17   3056.98   179.823  13.4098 0.911862 0.901493
General.Electric 20 17  14009.12   824.066  28.7065 0.687636 0.650887
General.Motors   20 17 144320.88  8489.463  92.1383 0.920742 0.911417
US.Steel         20 17 183763.01 10809.589 103.9692 0.421959 0.353954
Westinghouse     20 17   1898.25   111.662  10.5670 0.726429 0.694244

The covariance matrix of the residuals used for estimation
                  Chrysler General.Electric General.Motors  US.Steel
Westinghouse
Chrysler          176.3203         -25.1478       -332.655   491.857
15.6552
General.Electric  -25.1478         777.4463        714.745  1064.649
207.5871
General.Motors   -332.6546         714.7449       8423.875 -2614.188
148.4426
US.Steel          491.8572        1064.6491      -2614.188 10466.371
642.5712
Westinghouse       15.6552         207.5871        148.443   642.571
104.3079

The covariance matrix of the residuals
                   Chrysler General.Electric General.Motors  US.Steel
Westinghouse
Chrysler          179.82262          2.40867       -369.063   535.399
19.6007
General.Electric    2.40867        824.06559        712.161  1440.477
235.6662
General.Motors   -369.06303        712.16059       8489.463 -3160.609
152.8077
US.Steel          535.39937       1440.47700      -3160.609 10809.589
767.9016
Westinghouse       19.60073        235.66620        152.808   767.902
111.6617

The correlations of the residuals
                    Chrysler General.Electric General.Motors  US.Steel
Westinghouse
Chrysler          1.00000000       0.00625711      -0.298702  0.384018
0.138324
General.Electric  0.00625711       1.00000000       0.269251  0.482637
0.776898
General.Motors   -0.29870209       0.26925075       1.000000 -0.329933
0.156947
US.Steel          0.38401758       0.48263726      -0.329933  1.000000
0.698954
Westinghouse      0.13832413       0.77689848       0.156947  0.698954
1.000000


SUR estimates for 'Chrysler' (equation 1)
Model Formula: Chrysler_invest ~ Chrysler_value + Chrysler_capital
<environment: 0x03ae6cbc>

              Estimate Std. Error  t value   Pr(>|t|)
(Intercept)  0.5043036 12.4874164  0.04038   0.968257
value        0.0695456  0.0183279  3.79452   0.001448 **
capital      0.3085445  0.0280530 10.99864 3.7702e-09 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 13.409796 on 17 degrees of freedom
Number of observations: 20 Degrees of Freedom: 17
SSR: 3056.984521 MSE: 179.822619 Root MSE: 13.409796
Multiple R-Squared: 0.911862 Adjusted R-Squared: 0.901493


SUR estimates for 'General.Electric' (equation 2)
Model Formula: General.Electric_invest ~ General.Electric_value +
General.Electric_capital
<environment: 0x03ae6cbc>

               Estimate  Std. Error  t value   Pr(>|t|)
(Intercept) -22.4389132  27.6787930 -0.81069   0.428748
value         0.0372914   0.0133012  2.80360   0.012212 *
capital       0.1307830   0.0239163  5.46836 4.1636e-05 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 28.706543 on 17 degrees of freedom
Number of observations: 20 Degrees of Freedom: 17
SSR: 14009.115084 MSE: 824.065593 Root MSE: 28.706543
Multiple R-Squared: 0.687636 Adjusted R-Squared: 0.650887


SUR estimates for 'General.Motors' (equation 3)
Model Formula: General.Motors_invest ~ General.Motors_value +
General.Motors_capital
<environment: 0x03ae6cbc>

                Estimate   Std. Error  t value   Pr(>|t|)
(Intercept) -162.3641052   97.0321612 -1.67330    0.11257
value          0.1204930    0.0234601  5.13609 8.2508e-05 ***
capital        0.3827462    0.0355419 10.76887 5.1724e-09 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 92.138284 on 17 degrees of freedom
Number of observations: 20 Degrees of Freedom: 17
SSR: 144320.876426 MSE: 8489.463319 Root MSE: 92.138284
Multiple R-Squared: 0.920742 Adjusted R-Squared: 0.911417


SUR estimates for 'US.Steel' (equation 4)
Model Formula: US.Steel_invest ~ US.Steel_value + US.Steel_capital
<environment: 0x03ae6cbc>

               Estimate  Std. Error t value Pr(>|t|)
(Intercept)  85.4232548 121.3481013 0.70395 0.490993
value         0.1014782   0.0594213 1.70778 0.105873
capital       0.3999914   0.1386127 2.88568 0.010269 *
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 103.969173 on 17 degrees of freedom
Number of observations: 20 Degrees of Freedom: 17
SSR: 183763.011429 MSE: 10809.588908 Root MSE: 103.969173
Multiple R-Squared: 0.421959 Adjusted R-Squared: 0.353954


SUR estimates for 'Westinghouse' (equation 5)
Model Formula: Westinghouse_invest ~ Westinghouse_value +
Westinghouse_capital
<environment: 0x03ae6cbc>

             Estimate Std. Error t value   Pr(>|t|)
(Intercept) 1.0888770  6.7886266 0.16040 0.87445869
value       0.0570091  0.0123241 4.62583 0.00024141 ***
capital     0.0415065  0.0446894 0.92878 0.36600569
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 10.56701 on 17 degrees of freedom
Number of observations: 20 Degrees of Freedom: 17
SSR: 1898.249072 MSE: 111.66171 Root MSE: 10.56701
Multiple R-Squared: 0.726429 Adjusted R-Squared: 0.694244

The problem the standard errors and tvalues appear only in the six
individual equations which are not deduced from panel data estimation.
Many thanks in advance

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