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

DOI10.1016/J.STAMET.2016.01.004MaRDI QIDQ670113zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3874466 (Why is no real title available?)
• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• scientific article; zbMATH DE number 3301943 (Why is no real title available?)
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• Highly accurate likelihood analysis for the seemingly unrelated regression problem
• Improved test statistics for multivariate regression
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• Seemingly unrelated nonlinear regressions
• Seemingly unrelated regression model with unequal size observations: Computational aspects
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Tests for the independence between two seemingly unrelated regression equations
• The Cgmanova Model
• The Exact Distribution of the SUR Estimator
• Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution

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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