Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\)

DOI10.1016/0304-4076(77)90008-2zbMath0378.62086OpenAlexW1525278338MaRDI QIDQ1246993

Marjorie B. McElroy

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90008-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Mathematical economics (91B99)

Related Items (11)

Seemingly unrelated regression tree ⋮ A confidence region for the ridge path in multiple response surface optimization ⋮ R² in Seemingly Unrelated Regression Equations ⋮ Goodness-of-fit in the seemingly unrelated regressions model. A generalization ⋮ Goodness-of-fit for allocation models ⋮ Choosing among alternative cost function specifications: an application to italian multi-utilities ⋮ The coefficient of determination and simultaneous equation systems ⋮ A modified \(C_{p}\) statistic in a system-of-equations model ⋮ ALTERNATIVE MEASURES OF THE EXPLANATORY POWER OF GENERAL MULTIVARIATE REGRESSION MODELS ⋮ Zur Modellierung und Diagnose struktureller Zusammenhänge in Oligopolsituationen: Seemingly Unrelated Regressions und Zeit-reihenanalyse der Residuen ⋮ Model Selection in a System of Simultaneous Equations Model

Cites Work

• Simultaneous Equations and Canonical Correlation Theory
• Investment Demand: An Empirical Contribution to the Aggregation Problem
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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