<b>spsur</b>: An <i>R</i> Package for Dealing with Spatial Seemingly Unrelated Regression Models

Bayesian Geoadditive Seemingly Unrelated Regression

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...

Efficient Semiparametric Seemingly Unrelated Quantile Regression Estimation

We propose an efficient semiparametric estimator for the coefficients of a multivariate linear regression model — with a conditional quantile restriction for each equation — in which the conditional distributions of errors given regressors are unknown. The procedure can be used to estimate multiple conditional quantiles of the same regression relationship. The proposed estimator is asymptotical...

Bayesian Geoadditive Seemingly Unrelated Regression 1

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...

The Role of Forests as Natural Amenities: A Seemingly Unrelated Regression Model with Two Spatial Processes

Highly accurate likelihood analysis for the seemingly unrelated regression problem

The linear and nonlinear seemingly unrelated regression problem with general error distribution is analyzed using recent likelihood theory that arguably provides the definitive distribution for assessing a scalar parameter; this involves implicit but well defined conditioning and marginalization for determining intrinsic measures of departure. Highly accurate p-values are obtained for the key d...