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Journal of the American Statistical Association Volume 69, 1974 - Issue 345
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Theory and Method

Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations

Nagesh S. Revankar Department of Economics, State University of New York, Buffalo, N.Y., 14260, USA
Pages 187-190 | Received 01 Aug 1972, Published online: 05 Apr 2012

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Tian He & Lichun Wang. (2022) On seemingly unrelated regressions with uniform correlation error. Communications in Statistics - Theory and Methods 51:16, pages 5714-5727.
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Jinshan Liu & Qiang Xia. (2022) Some finite sample results for a system of seemingly unrelated regression equations. Communications in Statistics - Theory and Methods 51:11, pages 3629-3644.
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Luis Firinguetti & Hernán Rubio. (2008) Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations. Communications in Statistics - Theory and Methods 37:15, pages 2433-2446.
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ROSS SPARKS. (2004) SUR Models Applied to an Environmental Situation With Missing Data and Censored Value. Journal of Applied Mathematics and Decision Sciences 8:1, pages 15-32.
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Jinshan Liu. (2003) Two-Stage Estimators of Seemingly Unrelated Regressions with Elliptical Distribution. Communications in Statistics - Theory and Methods 32:6, pages 1251-1263.
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Viren K. Srivastava & Alan T. K. Wan. (2002) SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS. Communications in Statistics - Theory and Methods 31:11, pages 2077-2099.
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Lang Wu & Michael D. Permian. (2000) Lattice conditional independence models for seemingly unrelated regressions. Communications in Statistics - Simulation and Computation 29:2, pages 361-384.
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Hikaru Hasegawa. (1995) On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances. Communications in Statistics - Simulation and Computation 24:1, pages 45-59.
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Teasung Park. (1993) Equivalence of maximum likelihood estimation and iterative two-stage estimation for seemingly unrelated regression models. Communications in Statistics - Theory and Methods 22:8, pages 2285-2296.
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D.G. Kabe. (1991) On a multivariate normal linear regression hypothesis testing problem with additional observations. Communications in Statistics - Theory and Methods 20:3, pages 889-898.
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Lin Chun-tu. (1991) The efficiency of least squares estimators of a seemingly unrelated regression model. Communications in Statistics - Simulation and Computation 20:4, pages 919-925.
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EdwardJ. Stanek$suffix/text()$suffix/text(). (1988) Choosing a Pretest-Posttest Analysis. The American Statistician 42:3, pages 178-183.
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JamesK. Binkley & CarlH. Nelson. (1988) A Note on the Efficiency of Seemingly Unrelated Regression. The American Statistician 42:2, pages 137-139.
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Ross S. Sparks. (1987) Selecting estimators and variables in the seemingly unrelated regression model. Communications in Statistics - Simulation and Computation 16:1, pages 99-127.
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EdwardJ. Stanek$suffix/text()$suffix/text() & GaryG. Koch. (1985) The Equivalence of Parameter Estimates from Growth Curve Models and Seemingly Unrelated Regression Models. The American Statistician 39:2, pages 149-152.
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Y.C. Chang. (1984) A Truncated Maximum Likelihood Estimator of a Constrained Bivariate Linear Regression Coefficient. Journal of the American Statistical Association 79:386, pages 454-458.
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TerryE. Dielman. (1983) Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology. The American Statistician 37:2, pages 111-122.
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JamesK. Binkley. (1982) The Effect of Variable Correlation on the Efficiency of Seemingly Unrelated Regression in a Two-Equation Model. Journal of the American Statistical Association 77:380, pages 890-895.
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D. Conniffe. (1982) Covariance Analysis and Seemingly Unrelated Regressions. The American Statistician 36:3a, pages 169-171.
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Takeaki Kariya. (1981) Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model. Journal of the American Statistical Association 76:376, pages 975-979.
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James M. Johannes. (1979) An example of how the control variate method reduces noise in Monte Carlo experiments. Communications in Statistics - Simulation and Computation 8:4, pages 335-347.
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J.S. Mehta & P.A. V. B. Swamy. (1976) Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator. Journal of the American Statistical Association 71:355, pages 634-639.
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NageshS. Revankar. (1976) Use of Restricted Residuals in SUR Systems: Some Finite Sample Results. Journal of the American Statistical Association 71:353, pages 183-188.
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Yang Yang & Lichun Wang. (2023) A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression models$$^*$$. Computational Statistics 39:3, pages 1281-1300.
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Lichun Wang & Lawrence Pettit. (2018) Application of covariance adjustment to seemingly unrelated multivariate regressions. Communications for Statistical Applications and Methods 25:6, pages 577-590.
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Li Zhao & Xingzhong Xu. (2017) Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models. Statistics & Probability Letters 126, pages 119-126.
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Masaki Nakahigashi & Naoyuki Yoshino. 2017. Japan’s Lost Decade. Japan’s Lost Decade 35 57 .
Kent R. Riggs, Phil D. Young & Dean M. Young. (2016) Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models. Statistical Methodology 32, pages 1-13.
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Ke-Li Xu. (2016) Multivariate trend function testing with mixed stationary and integrated disturbances. Journal of Multivariate Analysis 147, pages 38-57.
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Li-chun Wang. (2015) On estimating regression coefficients in seemingly unrelated regression system. Acta Mathematicae Applicatae Sinica, English Series 31:4, pages 935-944.
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Roxani Karagiannis. (2013) A system-of-equations two-stage DEA approach for explaining capacity utilization and technical efficiency. Annals of Operations Research 227:1, pages 25-43.
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Takeaki Kariya. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Jibo Wu. (2014) Improved Liu-Type Estimator of Parameters in Two Seemingly Unrelated Regressions. ISRN Applied Mathematics 2014, pages 1-6.
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Tiefeng Ma & Rendao Ye. (2010) Efficient improved estimation of the parameters in two seemingly unrelated regression models. Journal of Statistical Planning and Inference 140:9, pages 2749-2754.
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Raja Velu & Joseph Richards. (2008) Seemingly unrelated reduced-rank regression model. Journal of Statistical Planning and Inference 138:9, pages 2837-2846.
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Takeaki Kariya. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
LU LIN, YUNZHENG FAN, JUN DU & YUAN YUAN. (2005) ITERATIVE QUASI-LIKELIHOOD FOR SEEMINGLY UNRELATED REGRESSION SYSTEMS. Chinese Annals of Mathematics 26:03, pages 335-346.
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Paolo Foschi & Erricos J Kontoghiorghes. (2004) A computationally efficient method for solving SUR models with orthogonal regressors. Linear Algebra and its Applications 388, pages 193-200.
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Takeaki Kariya. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
Aiyi Liu. (2002) Efficient Estimation of Two Seemingly Unrelated Regression Equations. Journal of Multivariate Analysis 82:2, pages 445-456.
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Hiroshi Kurata. (1998) A Generalization of Rao's Covariance Structure with Applications to Several Linear Models. Journal of Multivariate Analysis 67:2, pages 297-305.
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A. K. Gupta & D. G. Kabe. (1998) A note on a result for two SUR models. Statistical Papers 39:4, pages 417-421.
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Hikaru Hasegawa. (1996) ON SMALL SAMPLE PROPERTIES OF ZELLNER'S ESTIMATOR FOR TWO SUR EQUATIONS MODEL WITH SPECIFICATION ERROR. JOURNAL OF THE JAPAN STATISTICAL SOCIETY 26:1, pages 25-40.
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Erricos J. Kontoghiorghes & E. Dinenis. 1996. Computational Economic Systems. Computational Economic Systems 191 201 .
Timothy J. Fik. (1988) Hierarchical interaction: The modeling of a competing central place system. The Annals of Regional Science 22:2, pages 48-69.
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Shakuntala Sarkar & P. R. Krishnaiah. (1987) Tests for sphericity under correlated multivariate regression equations model. Annals of the Institute of Statistical Mathematics 39:1, pages 163-175.
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Robert F. Woolson & William R. Clarke. (2007) Estimation of Growth Norms from Incomplete Longitudinal Data. Biometrical Journal 29:8, pages 937-952.
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Kimio Morimune. (2010) Single Equation Estimation. Econometric Theory 2:3, pages 442-444.
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Arnold Zellner. 1983. 67 178 .
V. K. Srivastava & Sushama Upadhyaya. (1978) Large-sample approximations in seemingly unrelated regression equations. Annals of the Institute of Statistical Mathematics 30:1, pages 89-96.
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