A Simulation Study of Bayesian Estimator for Seemingly Unrelated Regression under Different Distributional Assumptions
نویسندگان
چکیده
منابع مشابه
Bayesian Geoadditive Seemingly Unrelated Regression
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Parametric seemingly unrelated regression (SUR) models are a common tool for multivariate regression analysis when error variables are reasonably correlated, so that separate univariate analysis may result in inefficient estimates of covariate effects. A weakness of parametric models is that they require strong assumptions on the functional form of possibly nonlinear effects of metrical covaria...
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ژورنال
عنوان ژورنال: Asian Journal of Probability and Statistics
سال: 2021
ISSN: 2582-0230
DOI: 10.9734/ajpas/2020/v10i430251