On Bayesian estimation of seemingly unrelated regressions when some observations are missing

DOI10.1016/0304-4076(75)90044-5zbMath0299.62035OpenAlexW1983644813MaRDI QIDQ1215231

P. A. V. B. Swamy, Jatinder S. Mehta

Publication date: 1975

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(75)90044-5

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items

On estimating regression coefficients in seemingly unrelated regression system ⋮ A comment on the use of auxiliary or surrogate outcome data ⋮ Simple unbiased estimators for seemingly unrelated regressions with incomplete data ⋮ Unequal numbers of observations and partial efficiency gain ⋮ Unequal numbers of observations and partial efficiency gain ⋮ Conditional independence models for seemingly unrelated regressions with incomplete data ⋮ Estimation of seemingly unrelated regressions with unequal numbers of observations ⋮ Estimation of seemingly unrelated regression equations

Cites Work

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• Bayesian Analysis of a Bivariate Normal Distribution with Incomplete Observations
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