Selecting estimators and variables in the seemingly unrelated regression model

DOI10.1080/03610918708812580zbMath0638.62109MaRDI QIDQ3779638

R. S. Sparks

Publication date: 1987

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918708812580

zbMATH Keywords

numerical example; variance-covariance matrix; generalized least squares; ordinary least squares; seemingly unrelated regression model; consistent estimators; efficiency of estimators; selection of variables; prediction criteria; Mallows' Cp-criterion; square error of prediction

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

Cites Work

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