On Seemingly Unrelated Regression and Single Equation Estimators Under Heteroscedastic Error and Non-Gaussian Responses
نویسندگان
چکیده
منابع مشابه
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...
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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: FUOYE Journal of Engineering and Technology
سال: 2020
ISSN: 2579-0625,2579-0617
DOI: 10.46792/fuoyejet.v5i2.469