Loading...
Please wait, while we are loading the content...
Similar Documents
Empirical Likelihood Ratio Test for Seemingly Unrelated Regression Models
| Content Provider | Scilit |
|---|---|
| Author | Wei, Chuanhua Ma, Xiaoxiao |
| Copyright Year | 2021 |
| Description | This paper considers the problem of testing independence of equations in a seemingly unrelated regression model. A novel empirical likelihood test approach is proposed, and under the null hypothesis it is shown to follow asymptotically a chi-square distribution. Finally, simulation studies and a real data example are conducted to illustrate the performance of the proposed method. |
| ISSN | 19277032 |
| e-ISSN | 19277040 |
| DOI | 10.5539/ijsp.v10n3p1 |
| Journal | International Journal of Statistics and Probability |
| Issue Number | 3 |
| Volume Number | 10 |
| Language | English |
| Publisher | Canadian Center of Science and Education |
| Publisher Date | 2021-03-04 |
| Access Restriction | Open |
| Subject Keyword | Statistics and Probability Seemingly Unrelated Unrelated Regression |
| Content Type | Text |
| Resource Type | Article |
