Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations

DOI10.1007/s11222-016-9626-5zbMath1505.62174MaRDI QIDQ518238

Stella Hadjiantoni, Erricos John Kontoghiorghes

Publication date: 28 March 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: http://repository.essex.ac.uk/29081/1/DowndatingGLM_RISupload.pdf

zbMATH Keywords

updating; generalized least squares; seemingly unrelated regressions; singular dispersion matrix; downdating

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62-08: Computational methods for problems pertaining to statistics

62J05: Linear regression; mixed models

62J20: Diagnostics, and linear inference and regression

Related Items

Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss, A recursive three-stage least squares method for large-scale systems of simultaneous equations

Uses Software

• LAPACK
• ScaLAPACK

Cites Work

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