Lattice conditional independence models for seemingly unrelated regressions

DOI10.1080/03610910008813617zbMath0968.62527OpenAlexW2023794528MaRDI QIDQ4490164

Michael D. Perlman, Lang Wu

Publication date: 10 July 2000

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

Full work available at URL: https://doi.org/10.1080/03610910008813617

Mathematics Subject Classification ID

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

Related Items (1)

Conditional independence models for seemingly unrelated regressions with incomplete data

Uses Software

• R

Cites Work

• Unnamed Item
• Normal linear regression models with recursive graphical Markov structure
• Lattice models for conditional independence in a multivariate normal distribution
• Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model
• Testing lattice conditional independence models
• On the relation between conditional independence models determined by finite distributive lattices and by directed acyclic graphs
• Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model
• Generalized multivariate models for longitudinal data
• Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
• Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator
• Equivalence of maximum likelihood estimation and iterative two-stage estimation for seemingly unrelated regression models
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

This page was built for publication: Lattice conditional independence models for seemingly unrelated regressions