Bootstrap Bartlett adjustment on decomposed variance-covariance matrix of seemingly unrelated regression model

MaRDI QIDQ2416728zbMATH OpenFDO

Authors Oluwayemisi Oyeronke Alaba, Afeez Abolaji Lawal

Publication date 24 May 2019

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1558664060

zbMATH Keywords

Bartlett adjustmentbootstrapgeneralised least squareslikelihood ratio testmaximum likelihoodseemingly unrelated regressiontriangular matrices

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric statistical resampling methods (62G09) Linear regression; mixed models (62J05)

Recommendations

• Bartlett's correction and the bootstrap in normal linear regression models
• Bootstrapping estimators for the seemingly unrelated regressions model
• scientific article; zbMATH DE number 1356595
• Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
• Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors

Cited in

(1)

• Bootstrap Bartlett correction in inflated beta regression

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