R2 in Seemingly Unrelated Regression Equations

DOI10.1111/J.1467-9574.1991.TB01319.XzbMATH Open0744.62095OpenAlexW2041957579WikidataQ63353187 ScholiaQ63353187MaRDI QIDQ3989495FDOQ3989495

Authors: Heinz Neudecker, Frank Windmeijer 

Publication date: 28 June 1992

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1991.tb01319.x

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zbMATH Keywords

asymptotic propertiesdependent variablesSURE-modelestimated variablesMcElroy's measure of goodness of fitsquared sample correlation coefficientZellner's seemingly unrelated regression equations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\)
• Goodness-of-fit in the seemingly unrelated regressions model. A generalization

Cited In (10)

• Efficient estimation of seemingly unrelated additive nonparametric regression models
• Statistical inference on seemingly unrelated varying coefficient partially linear models
• Professor Heinz Neudecker and matrix differential calculus
• Generalizing R² for deming regressions
• Two-stage estimation for seemingly unrelated nonparametric regression models
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors
• Seemingly unrelated nonparametric models with positive correlation and constrained error variances
• A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
• Statistical inference on seemingly unrelated single-index regression models
• Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models

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