Computation of standard errors in seemingly unrelated regression equation models
Anil K. Srivastava, Derrick S. Tracy
Abstract
Anil K. Srivastava, Derrick S. Tracy
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.
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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