R2 in Seemingly Unrelated Regression Equations

DOI10.1111/j.1467-9574.1991.tb01319.xzbMath0744.62095OpenAlexW2041957579WikidataQ63353187 ScholiaQ63353187MaRDI QIDQ3989495

Heinz Neudecker, Frank A. G. Windmeijer

Publication date: 28 June 1992

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1991.tb01319.x

zbMATH Keywords

asymptotic propertiesdependent variablesSURE-modelestimated variablesMcElroy's measure of goodness of fitsquared sample correlation coefficientZellner's seemingly unrelated regression equations

Mathematics Subject Classification ID

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

Related Items (7)

Seemingly unrelated nonparametric models with positive correlation and constrained error variances ⋮ Two-stage estimation for seemingly unrelated nonparametric regression models ⋮ Efficient estimation of seemingly unrelated additive nonparametric regression models ⋮ Statistical inference on seemingly unrelated single-index regression models ⋮ A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model ⋮ Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors ⋮ ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS

Cites Work

• Unnamed Item
• Goodness-of-fit in the seemingly unrelated regressions model. A generalization
• Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\)

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