Computing all roots of the likelihood equations of seemingly unrelated regressions

DOI10.1016/j.jsc.2005.04.005zbMath1120.62037arXivmath/0508437OpenAlexW1969532300WikidataQ57566460 ScholiaQ57566460MaRDI QIDQ2457331

Mathias Drton

Publication date: 23 October 2007

Published in: Journal of Symbolic Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508437

zbMATH Keywords

Gröbner basismaximum likelihood estimationmultivariate statisticsseemingly unrelated regressionsAlgebraic statistics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Linear inference, regression (62J99) Applications of mathematical programming (90C90) Gröbner bases; other bases for ideals and modules (e.g., Janet and border bases) (13P10)

Related Items

Computing maximum likelihood estimates for Gaussian graphical models with Macaulay2, Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models, Flat and Multimodal Likelihoods and Model Lack of Fit in Curved Exponential Families, Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property

Uses Software

• SINGULAR

Cites Work

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• Ancestral graph Markov models.
• Conditional independence models for seemingly unrelated regressions with incomplete data
• Alternative Markov Properties for Chain Graphs
• Multimodality of the likelihood in the bivariate seemingly unrelated regressions model
• An extension of the growth curve model
• A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
• Analyzing Bivariate Repeated Measures for Discrete and Continuous Outcome Variables
• Iterative Estimation of a Set of Linear Regression Equations
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias