Empirical Likelihood Ratio Test for Seemingly Unrelated Regression Models
نویسندگان
چکیده
منابع مشابه
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...
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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: International Journal of Statistics and Probability
سال: 2021
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v10n3p1