Selecting estimators and variables in the seemingly unrelated regression model

DOI10.1080/03610918708812580zbMath0638.62109OpenAlexW1561845419MaRDI QIDQ3779638

R. S. Sparks

Publication date: 1987

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918708812580

zbMATH Keywords

numerical examplevariance-covariance matrixgeneralized least squaresordinary least squaresseemingly unrelated regression modelconsistent estimatorsefficiency of estimatorsselection of variablesprediction criteriaMallows' Cp-criterionsquare error of prediction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites Work

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