On estimating regression coefficients in seemingly unrelated regression system

DOI10.1007/s10255-015-0502-4zbMath1335.62117OpenAlexW2279898639MaRDI QIDQ277065

Li-chun Wang

Publication date: 4 May 2016

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-015-0502-4

zbMATH Keywords

covariance-adjusted methodGauss-Markov estimatorseemingly unrelated regressionssimplified form

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (1)

On seemingly unrelated regressions with uniform correlation error

Cites Work

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• Bayes and empirical Bayes iteration estimators in two seemingly unrelated regression equations
• On Bayesian estimation of seemingly unrelated regressions when some observations are missing
• Estimation of seemingly unrelated regressions with unequal numbers of observations
• Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations
• A computationally efficient method for solving SUR models with orthogonal regressors
• MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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