Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals

DOI10.1080/03610926.2017.1383431MaRDI QIDQ5031692zbMATH OpenOpenAlexFDO

Authors Zangin Zeebari, B. M. Golam Kibria, Ghazi Shukur

Publication date 16 February 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2017.1383431

zbMATH Keywords

multicollinearityridge regressionseemingly unrelated regressions

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20)

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Cites work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Developing ridge estimation method for median regression
• Developing Ridge Parameters for SUR Model
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• Modified Ridge Parameters for Seemingly Unrelated Regression Model
• Ridge regression in the context of a system of seemingly unrelated regression equations
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators

Cited in

(3)

• Comparison of covariance matrices of predictors in seemingly unrelated regression models
• Ridge regression in the context of a system of seemingly unrelated regression equations
• On seemingly unrelated regressions with uniform correlation error

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