Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
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Publication:518238
DOI10.1007/s11222-016-9626-5zbMath1505.62174OpenAlexW2183512838MaRDI QIDQ518238
Stella Hadjiantoni, Erricos John Kontoghiorghes
Publication date: 28 March 2017
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://repository.essex.ac.uk/29081/1/DowndatingGLM_RISupload.pdf
updatinggeneralized least squaresseemingly unrelated regressionssingular dispersion matrixdowndating
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)
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