BOOK-CHAPTER
Seemingly Unrelated Regression Equations Models
Year: 2001 Cambridge University Press eBooks Pages: 110-145 Publisher: Cambridge University Press
Abstract
On a scale of statistical complexity, the seemingly unrelated regression equations (SURE) model is one step up from the linear-regression model. The essential feature that distinguishes the two models is that in the former model the disturbances are contemporaneously correlated whereas in the latter model the disturbances are assumed independent.
Keywords:
Proper linear model Regression diagnostic Regression analysis Linear regression Regression Scale (ratio) Econometrics Statistics Mathematics Factor regression model Seemingly unrelated regressions Feature (linguistics) Statistical model Polynomial regression Applied mathematics Geography Philosophy
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0.57
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0
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0.66
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Citation History
Topics
Neural Networks and Applications
Physical Sciences → Computer Science → Artificial Intelligence
Advanced Data Processing Techniques
Physical Sciences → Engineering → Control and Systems Engineering
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