Equivalence of maximum likelihood estimation and iterative two-stage estimation for seemingly unrelated regression models

DOI10.1080/03610929308831148zbMath0800.62381OpenAlexW2087850996MaRDI QIDQ4275825

Taesung Park

Publication date: 20 January 1994

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831148

Mathematics Subject Classification ID

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

Related Items (7)

Multivariate cluster-weighted models based on seemingly unrelated linear regression ⋮ Using mixtures in seemingly unrelated linear regression models with non-normal errors ⋮ On seemingly unrelated regressions with uniform correlation error ⋮ Seemingly unrelated clusterwise linear regression for contaminated data ⋮ Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models ⋮ Lattice conditional independence models for seemingly unrelated regressions ⋮ The Cgmanova Model

Cites Work

• Random-Effects Models for Longitudinal Data
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• Analyzing Repeated Measures on Generalized Linear Models via the Bootstrap
• Analysis of repeated measures designs with changing covariates in clinical trials
• Analysis of repeated measures designs with changing covariates
• Iterative Estimation of a Set of Linear Regression Equations
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• Estimation of Growth Norms from Incomplete Longitudinal Data

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