On efficient estimators of two seemingly unrelated regressions

DOI10.1016/J.SPL.2011.01.007zbMATH Open1209.62139OpenAlexW2032839674MaRDI QIDQ633050FDOQ633050

Authors: Heng Lian, R. S. Singh, Li-Chun Wang 

Publication date: 31 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.007

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zbMATH Keywords

seemingly unrelated regressionstwo-stage estimatormean square error matrix

Mathematics Subject Classification ID

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

Cites Work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Efficient estimation of two seemingly unrelated regression equations
• A new estimate of regression coefficients in seemingly unrelated regression system
• Estimation of seemingly unrelated regressions with unequal numbers of observations
• Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations
• A computationally efficient method for solving SUR models with orthogonal regressors
• MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Seemingly unrelated regression model with unequal size observations: Computational aspects
• MSEM dominance of estimators in two seemingly unrelated regressions
• Title not available (Why is that?)
• Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator

Cited In (15)

• On the limit behavior of the series of GCIE of the regression parameters in SURS
• On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model
• A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression \(\text{models}^*\)
• Inference for seemingly unrelated linear mixed models
• On seemingly unrelated regressions with uniform correlation error
• Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
• Unequal numbers of observations and partial efficiency gain
• Two-stage estimation for seemingly unrelated nonparametric regression models
• Title not available (Why is that?)
• Improved Liu-type estimator of parameters in two seemingly unrelated regressions
• On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
• Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors
• High-correlated residuals improved estimation in the high-dimensional SUR model
• Bayesian inference for the correlation coefficient in two seemingly unrelated regressions
• Efficient estimation of two seemingly unrelated regression equations

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