Adjusted parameter estimation in seemingly unrelated regression

MaRDI QIDQ3573791zbMATH OpenFDO

Authors Songgui Wang, Tiefeng Ma

Publication date 8 July 2010

zbMATH Keywords

covariance adjusted estimatortwo-stage estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cited in

(3)

• Iterative quasi-likelihood for seemingly unrelated regression systems
• Modified Ridge Parameters for Seemingly Unrelated Regression Model
• In memory of Professor Wang Songgui (1942--2025)

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