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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 |
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