Selecting estimators and variables in the seemingly unrelated regression model (Q3779638): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1040029 |
Changed an Item |
||
| Property / author | |||
| Property / author: R. S. Sparks / rank | |||
Normal rank | |||
Revision as of 21:14, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selecting estimators and variables in the seemingly unrelated regression model |
scientific article |
Statements
Selecting estimators and variables in the seemingly unrelated regression model (English)
0 references
1987
0 references
selection of variables
0 references
generalized least squares
0 references
efficiency of estimators
0 references
Mallows' Cp-criterion
0 references
seemingly unrelated regression model
0 references
variance-covariance matrix
0 references
consistent estimators
0 references
ordinary least squares
0 references
numerical example
0 references
prediction criteria
0 references
square error of prediction
0 references
