Comparison of covariance matrices of predictors in seemingly unrelated regression models
From MaRDI portal
Publication:2089005
DOI10.1007/s13226-021-00174-wzbMath1496.62115OpenAlexW3198473354MaRDI QIDQ2089005
Melek Eriş Büyükkaya, Melike Yiğit, Nesrin Güler
Publication date: 6 October 2022
Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13226-021-00174-w
Related Items (2)
Characterizing relationships between BLUPs under linear mixed model and some associated reduced models ⋮ Unnamed Item
Cites Work
- On comparison of dispersion matrices of estimators under a constrained linear model
- Matrix rank and inertia formulas in the analysis of general linear models
- A new analysis of the relationships between a general linear model and its mis-specified forms
- Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method
- Equalities between OLSE, BLUE and BLUP in the linear model
- A new derivation of BLUPs under random-effects model
- Best linear unbiased prediction for linear combinations in general mixed linear models
- Equalities and inequalities for inertias of Hermitian matrices with applications
- Optimality of least squares in the seemingly unrelated regression equation model
- Characterizations of estimability in the general linear model
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- Some overall properties of seemingly unrelated regression models
- Transformation approaches of linear random-effects models
- Two competing linear random-effects models and their connections
- Some remarks on a pair of seemingly unrelated regression models
- Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models
- Establishing equalities of OLSEs and BLUEs under seemingly unrelated regression models
- Some equalities and inequalities for covariance matrices of estimators under linear model
- Matrix Tricks for Linear Statistical Models
- On the prediction problem in the seemingly unrelated regression equations model
- A matrix handling of predictions of new observations under a general random-effects model
- Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models
- Best Linear Unbiased Prediction in the Generalized Linear Regression Model
- Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model
- Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Matrix rank/inertia formulas for least-squares solutions with statistical applications
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Comparison of covariance matrices of predictors in seemingly unrelated regression models
