A comparison of simultaneous-equations, weighted regression, and noise- in-variables models

DOI10.1016/0096-3003(90)90063-9zbMath0708.62105OpenAlexW4240810715MaRDI QIDQ920536

Shamsedin Vazirinejad, Soroosh Sorooshian

Publication date: 1990

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(90)90063-9

zbMATH Keywords

weighted regressionmodel identificationlinear static systemsmulti-equation modelnoise-in-variables modelssingle-equation model

Mathematics Subject Classification ID

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

Cites Work

• Consistent Sets of Estimates for Regressions with Errors in All Variables
• We can do something about multicollinearity
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Multiple Regression for Systems of Equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A comparison of simultaneous-equations, weighted regression, and noise- in-variables models