Optimal design for multivariate observations in seemingly unrelated linear models
نویسندگان
چکیده
منابع مشابه
Optimal design for multivariate observations in seemingly unrelated linear models
The concept of seemingly unrelated models is used for multivariate observations when the components of the multivariate dependent variable are governed by mutually different sets of explanatory variables and the only relation between the components is given by a fixed covariance within the observational units. A multivariate weighted least squares estimator is employed which takes the within un...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2015
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2015.07.011