Lattice conditional independence models for seemingly unrelated regressions
DOI10.1080/03610910008813617zbMATH Open0968.62527OpenAlexW2023794528MaRDI QIDQ4490164FDOQ4490164
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
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Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
Cites Work
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Testing lattice conditional independence models
- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- Title not available (Why is that?)
- Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
- 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
- Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model
- Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
- Equivalence of maximum likelihood estimation and iterative two-stage estimation for seemingly unrelated regression models
- Lattice models for conditional independence in a multivariate normal distribution
- On the relation between conditional independence models determined by finite distributive lattices and by directed acyclic graphs
- Normal linear regression models with recursive graphical Markov structure
- Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator
- Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
- Generalized multivariate models for longitudinal data
- On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances
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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