Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models

DOI10.1016/J.STAMET.2016.01.004zbMATH Open1487.62079OpenAlexW2305405475MaRDI QIDQ670113FDOQ670113

Authors: Kent R. Riggs, Phil D. Young, Dean M. Young 

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2016.01.004

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zbMATH Keywords

Bartlett correctionnuisance parametersbootstrap confidence ellipsoidsvariance-covariance reduction

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12)

Cites Work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Seemingly unrelated nonlinear regressions
• Highly accurate likelihood analysis for the seemingly unrelated regression problem
• Title not available (Why is that?)
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Title not available (Why is that?)
• Efficient improved estimation of the parameters in two seemingly unrelated regression models
• Applied Multivariate Analysis
• Equivalence of maximum likelihood estimation and iterative two-stage estimation for seemingly unrelated regression models
• Seemingly unrelated regression model with unequal size observations: Computational aspects
• Multimodality of the likelihood in the bivariate seemingly unrelated regressions model
• Computing all roots of the likelihood equations of seemingly unrelated regressions
• Title not available (Why is that?)
• The Exact Distribution of the SUR Estimator
• The Cgmanova Model
• Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution
• Tests for the independence between two seemingly unrelated regression equations
• Improved test statistics for multivariate regression
• Bayesian inference for the correlation coefficient in two seemingly unrelated regressions

Cited In (3)

• Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression
• Confidence ellipsoids for regression coefficients by observations from a mixture
• Covariance matrix estimation in a seemingly unrelated regression model under Stein's loss

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