Computation of standard errors in seemingly unrelated regression equation models

DOI10.1080/03610928608829331MaRDI QIDQ3028113zbMATH OpenOpenAlexFDO

Authors Anil K. Srivastava, Derrick Shannon Tracy

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928608829331

zbMATH Keywords

disturbance vectorfeasible generalized least squares estimatorsseemingly unrelated regression equation modelstandard errors

Mathematics Subject Classification ID

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

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(4)

• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• Seemingly unrelated regression model with unequal size observations: Computational aspects
• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• Standard Errors for the Eigenvalues in Second-Order Response Surface Models

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