Please use this identifier to cite or link to this item: http://ktisis.cut.ac.cy/handle/10488/6802
Title: An alternative approach for the numerical solution of seemingly unrelated regression equations models
Authors: Clarke, Michael R B 
Kontoghiorghes, Erricos John 
Keywords: Analysis of variance
Analysis of covariance
Issue Date: 1995
Publisher: Elsevier
Source: omputational Statistics and Data Analysis, 1995, Volume 19, Issue 4, Pages 369-377
Abstract: An alternative approach to compute the coefficients of a Seemingly Unrelated Regression Equations (SURE) model is proposed. Orthogonal transformations are employed to avoid the difficulties in directly computing the inverse of the variance-covariance matrix (or its estimate) which often lead to unnecessary loss of accuracy. The solution of the special SURE model where the problem is constrained so that the regressors in each equation contain the regressors in previous equations as a proper subset, is considered in detail.
URI: http://ktisis.cut.ac.cy/handle/10488/6802
ISSN: 01679473
DOI: 10.1016/0167-9473(94)00010-G
Rights: © 1995 Elsevier B.V. All rights reserved.
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