Lattice conditional independence models for seemingly unrelated regressions

DOI10.1080/03610910008813617MaRDI QIDQ4490164zbMATH OpenOpenAlexFDO

Authors Lang Wu, Michael D. Perlman

Publication date 10 July 2000

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

Full work available at URL https://doi.org/10.1080/03610910008813617

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model
• Equivalence of maximum likelihood estimation and iterative two-stage estimation for seemingly unrelated regression models
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator
• Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
• Generalized multivariate models for longitudinal data
• Lattice models for conditional independence in a multivariate normal distribution
• Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model
• Normal linear regression models with recursive graphical Markov structure
• On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances
• On the relation between conditional independence models determined by finite distributive lattices and by directed acyclic graphs
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Testing lattice conditional independence models
• Use of Restricted Residuals in SUR Systems: Some Finite Sample Results

Cited in

(5)

• Unbiasedness of the likelihood ratio test for lattice conditional independence models
• Linear Regression Models under Conditional Independence Restrictions
• Lattice conditional independence models for contingency tables with non-monotone missing data patterns
• Conditional independence models for seemingly unrelated regressions with incomplete data
• Application of seemingly unrelated regression in medical data with intermittently observed time-dependent covariates

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Uses Software

• R

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