Comparison of covariance matrices of predictors in seemingly unrelated regression models
From MaRDI portal
Publication:2089005
DOI10.1007/S13226-021-00174-WzbMATH Open1496.62115OpenAlexW3198473354MaRDI QIDQ2089005FDOQ2089005
Melek Eriş Büyükkaya, Melike Yiğit, Nesrin Güler
Publication date: 6 October 2022
Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13226-021-00174-w
Recommendations
- Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals
- scientific article; zbMATH DE number 5630823
- scientific article; zbMATH DE number 1248108
- Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss
- Comparing generalized mixed estimators with respect to covariance matrix in a linear regression model
- Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix
- scientific article; zbMATH DE number 7562907
Cites Work
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Best Linear Unbiased Prediction in the Generalized Linear Regression Model
- Equalities and inequalities for inertias of Hermitian matrices with applications
- Matrix Tricks for Linear Statistical Models
- Characterizations of estimability in the general linear model
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- Title not available (Why is that?)
- Title not available (Why is that?)
- Equalities between OLSE, BLUE and BLUP in the linear model
- Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
- Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method
- Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model
- Best linear unbiased prediction for linear combinations in general mixed linear models
- Some equalities and inequalities for covariance matrices of estimators under linear model
- A matrix handling of predictions of new observations under a general random-effects model
- Title not available (Why is that?)
- Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models
- On comparison of dispersion matrices of estimators under a constrained linear model
- Matrix rank and inertia formulas in the analysis of general linear models
- A new analysis of the relationships between a general linear model and its mis-specified forms
- Matrix rank/inertia formulas for least-squares solutions with statistical applications
- A new derivation of BLUPs under random-effects model
- Some remarks on a pair of seemingly unrelated regression models
- Optimality of least squares in the seemingly unrelated regression equation model
- Some overall properties of seemingly unrelated regression models
- On the prediction problem in the seemingly unrelated regression equations model
- Transformation approaches of linear random-effects models
- Two competing linear random-effects models and their connections
- Establishing equalities of OLSEs and BLUEs under seemingly unrelated regression models
- Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models
Cited In (6)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Forecast comparison of principal component regression and principal covariate regression
- Some remarks on comparison of predictors in seemingly unrelated linear mixed models.
- Characterizing relationships between BLUPs under linear mixed model and some associated reduced models
- Further remarks on constrained over-parameterized linear models
This page was built for publication: Comparison of covariance matrices of predictors in seemingly unrelated regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2089005)