1986Communication in Statistics- Theory and MethodsRequires access

Computation of standard errors in seemingly unrelated regression equation models

Anil K. Srivastava, Derrick S. Tracy

Open publisher page 0 citations

Abstract

In a seemingly unrelated regression equation model, the feasible generalized least squares estimators are used for estimating the coefficients. In this paper, the standard errors associated with these estimators are obtained.

About this research paper

What this paper is about

In a seemingly unrelated regression equation model, the feasible generalized least squares estimators are used for estimating the coefficients. In this paper, the standard errors associated with these estimators are obtained.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

In a seemingly unrelated regression equation model, the feasible generalized least squares estimators are used for estimating the coefficients. In this paper, the standard errors associated with these estimators are obtained.

Key concepts: Seemingly unrelated regressions, Estimator, Standard error, Computation, Regression analysis, Regression, Statistics, Generalized least squares

Related papers

Back to paper searchBrowse research topicsOriginal source
Computation of standard errors in seemingly unrelated regression equation models — Research Paper | ScholarLens