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

DOI10.1080/03610919108812990MaRDI QIDQ4019296zbMATH OpenOpenAlexFDO

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

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