Goodness of fit for seemingly unrelated regressions - Glahn's R^2_y x and Hooper's r^2

DOI10.1016/0304-4076(77)90008-2MaRDI QIDQ1246993zbMATH OpenOpenAlexFDO

Authors Marjorie B. McElroy

Publication date 1977

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(77)90008-2

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Mathematical economics (91B99)

Cites work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• scientific article; zbMATH DE number 3464631 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• Investment Demand: An Empirical Contribution to the Aggregation Problem
• Simultaneous Equations and Canonical Correlation Theory

Cited in

(11)

• The coefficient of determination and simultaneous equation systems
• Choosing among alternative cost function specifications: an application to italian multi-utilities
• Model selection in a system of simultaneous equations model
• A confidence region for the ridge path in multiple response surface optimization
• Goodness-of-fit for allocation models
• R² in Seemingly Unrelated Regression Equations
• Zur Modellierung und Diagnose struktureller Zusammenhänge in Oligopolsituationen: Seemingly Unrelated Regressions und Zeit-reihenanalyse der Residuen
• A modified \(C_{p}\) statistic in a system-of-equations model
• ALTERNATIVE MEASURES OF THE EXPLANATORY POWER OF GENERAL MULTIVARIATE REGRESSION MODELS
• Seemingly unrelated regression tree
• Goodness-of-fit in the seemingly unrelated regressions model. A generalization

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