Establishing equalities of OLSEs and BLUEs under seemingly unrelated regression models

DOI10.1007/S42519-018-0015-6MaRDI QIDQ2322010zbMATH OpenOpenAlexWikidataFDO

Authors Li Gong

Publication date 27 August 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42519-018-0015-6

zbMATH Keywords

equivalenceOLSEBLUEstatistical interpretationbest linear unbiased estimatorsordinary least-squares estimatorsseemingly unrelated regression modelsSURM

Mathematics Subject Classification ID

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

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Cites work

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• Some overall properties of seemingly unrelated regression models
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Cited in

(12)

• General expression of best equivariant estimators of regression coefficients in seemingly unrelated regression models
• Some overall properties of seemingly unrelated regression models
• Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression
• scientific article; zbMATH DE number 57065 (Why is no real title available?)
• Comparison and equality of generalized -estimators
• scientific article; zbMATH DE number 7562907 (Why is no real title available?)
• Best equivariant estimator of precision matrix in a seemingly unrelated regression model
• Some remarks on comparison of predictors in seemingly unrelated linear mixed models.
• Comparison of covariance matrices of predictors in seemingly unrelated regression models
• Predictions under a system of linear regression models with correlated errors
• Equality of OLS and Aitken estimators
• Some remarks on a pair of seemingly unrelated regression models

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