On efficient estimators of two seemingly unrelated regressions

DOI10.1016/J.SPL.2011.01.007MaRDI QIDQ633050zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

seemingly unrelated regressionstwo-stage estimatormean square error matrix

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4058672 (Why is no real title available?)
• A computationally efficient method for solving SUR models with orthogonal regressors
• A new estimate of regression coefficients in seemingly unrelated regression system
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Efficient estimation of two seemingly unrelated regression equations
• Estimation of seemingly unrelated regressions with unequal numbers of observations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator
• MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions
• MSEM dominance of estimators in two seemingly unrelated regressions
• Seemingly unrelated regression model with unequal size observations: Computational aspects
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations

Cited in

(15)

• scientific article; zbMATH DE number 4058672 (Why is no real title available?)
• On the limit behavior of the series of GCIE of the regression parameters in SURS
• On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
• Improved Liu-type estimator of parameters in two seemingly unrelated regressions
• Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
• 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
• Unequal numbers of observations and partial efficiency gain
• Efficient estimation of two seemingly unrelated regression equations
• On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model
• Two-stage estimation for seemingly unrelated nonparametric regression models
• On seemingly unrelated regressions with uniform correlation error
• Bayesian inference for the correlation coefficient in two seemingly unrelated regressions
• A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression \(\text{models}^*\)
• Inference for seemingly unrelated linear mixed models

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