Παρακαλώ χρησιμοποιήστε αυτό το αναγνωριστικό για να παραπέμψετε ή να δημιουργήσετε σύνδεσμο προς αυτό το τεκμήριο:
https://hdl.handle.net/20.500.14279/2146| Τίτλος: | An alternative approach for the numerical solution of seemingly unrelated regression equations models | Συγγραφείς: | Clarke, Michael R B Kontoghiorghes, Erricos John |
metadata.dc.contributor.other: | Κοντογιώργης, Έρρικος Γιάννης | Major Field of Science: | Social Sciences | Λέξεις-κλειδιά: | Analysis of variance;Analysis of covariance | Ημερομηνία Έκδοσης: | Απρ-1995 | Πηγή: | Computational Statistics and Data Analysis, 1995, vol. 19, no. 4, pp. 369-377 | Volume: | 19 | Issue: | 4 | Start page: | 369 | End page: | 377 | Περιοδικό: | Computational Statistics and Data Analysis | Περίληψη: | 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: | https://hdl.handle.net/20.500.14279/2146 | ISSN: | 01679473 | DOI: | 10.1016/0167-9473(94)00010-G | Rights: | © Elsevier | Type: | Article | Affiliation: | City, University of London Queen Mary and Westfield College |
Publication Type: | Peer Reviewed |
| Εμφανίζεται στις συλλογές: | Άρθρα/Articles |
CORE Recommender
SCOPUSTM
Citations
28
checked on 9 Νοε 2023
WEB OF SCIENCETM
Citations
50
20
Last Week
0
0
Last month
0
0
checked on 25 Οκτ 2023
Page view(s)
577
Last Week
0
0
Last month
35
35
checked on 13 Μαρ 2025
Google ScholarTM
Check
Altmetric
Όλα τα τεκμήρια του δικτυακού τόπου προστατεύονται από πνευματικά δικαιώματα