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As I understand it, the the seemingly unrelated regressions (SUR) or seemingly unrelated regression equations (SURE) models estimate a set of Ordinary Least Squares (OLS) equations where the error terms may be correlated across equations.

Correcting for multiple comparisons allows one to adjust for improper significance calculations when simultaneously considering multiple equations, essentially.

Do SUR or SURE accomplish a similar adjustment as multiple comparisons corrections? Are they related in any way?

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