The efficiency of least squares estimators of a seemingly unrelated regression model

DOI10.1080/03610919108812990zbMATH Open0850.62502OpenAlexW2081627160MaRDI QIDQ4019296FDOQ4019296

Authors: Chuntu Lin 

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1080/03610919108812990

Mathematics Subject Classification ID

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

Cites Work

• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• The inefficiency of least squares

Cited In (6)

• Ridge regression in the context of a system of seemingly unrelated regression equations
• Inference for seemingly unrelated linear mixed models
• On seemingly unrelated regressions with uniform correlation error
• Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations
• Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations
• MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions

This page was built for publication: The efficiency of least squares estimators of a seemingly unrelated regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4019296)