Seemingly unrelated regressions
GPTKB entity
Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:abbreviation |
gptkb:SUR
|
| gptkbp:appliesTo |
Multiple regression equations
|
| gptkbp:assumes |
Error terms are correlated across equations
Explanatory variables may differ across equations |
| gptkbp:category |
gptkb:Regression_analysis
Multivariate statistics |
| gptkbp:developedBy |
gptkb:Arnold_Zellner
|
| gptkbp:generalizes |
gptkb:Ordinary_least_squares
|
| https://www.w3.org/2000/01/rdf-schema#label |
Seemingly unrelated regressions
|
| gptkbp:introducedIn |
1962
|
| gptkbp:relatedTo |
gptkb:Linear_regression
Generalized least squares |
| gptkbp:solvedBy |
Systems of linear equations with correlated error terms
|
| gptkbp:usedIn |
Statistics
Econometrics |
| gptkbp:bfsParent |
gptkb:Arnold_Zellner
|
| gptkbp:bfsLayer |
7
|